ON PRIORS PROVIDING FREQUENTIST VALIDITY FOR BAYESIAN-INFERENCE

被引:74
作者
DATTA, GS [1 ]
GHOSH, JK [1 ]
机构
[1] INDIAN STAT INST,CALCUTTA 700035,W BENGAL,INDIA
关键词
CONFIDENCE SET; CREDIBLE SET; NONINFORMATIVE PRIOR; POSTERIOR DISTRIBUTION; PROBABILITY-MATCHING EQUATION; PROBABILITY-MATCHING PRIOR;
D O I
10.2307/2337625
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
We derive the differential equation that a prior must satisfy if the posterior probability of a one-sided credibility interval for a parametric function and its frequentist probability agree up to 0(n(-1)). This equation turns out to be identical with Stein's equation for a slightly different problem, for which also our method provides a rigorous justification. Our method is different in details from Stein's but similar in spirit to Dawid (1991) and Bickel and Ghosh (1990). Some examples are provided.
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页码:37 / 45
页数:9
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