The Case for Objective Bayesian Analysis

被引:383
作者
Berger, James [1 ,2 ]
机构
[1] Duke Univ, Durham, NC 27706 USA
[2] SAMSI, Durham, NC USA
来源
BAYESIAN ANALYSIS | 2006年 / 1卷 / 03期
基金
美国国家科学基金会;
关键词
History of objective Bayes; reference priors; matching priors; invariance; information; Jeffreys priors; frequentist validation; subjective Bayes; elicitation; unification of statistics; coherency; marginalization paradox; vague proper priors; data dependent priors;
D O I
10.1214/06-BA115
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Bayesian statistical practice makes extensive use of versions of objective Bayesian analysis. We discuss why this is so, and address some of the criticisms that have been raised concerning objective Bayesian analysis. The dangers of treating the issue too casually are also considered. In particular, we suggest that the statistical community should accept formal objective Bayesian techniques with confidence, but should be more cautious about casual objective Bayesian techniques.
引用
收藏
页码:385 / 402
页数:18
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