On priors that match posterior and frequentist distribution functions

Ghosh, J. K. ; Mukerjee, Rahul (1993) On priors that match posterior and frequentist distribution functions Canadian Journal of Statistics, 21 (1). pp. 89-96. ISSN 0319-5724

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Official URL: http://onlinelibrary.wiley.com/doi/10.2307/3315661...

Related URL: http://dx.doi.org/10.2307/3315661

Abstract

In the multiparameter case, this paper characterizes priors so as to match, up to o(n), the posterior joint cumulative distribution function (c.d.f.) of a posterior standardized version of the parametric vector with the corresponding frequentist c.d.f.

Item Type:Article
Source:Copyright of this article belongs to Statistical Society of Canada.
Keywords:Cumulative Distribution Function; Jeffreys's Prior; Parametric Orthogonality; Reference Prior
ID Code:22641
Deposited On:24 Nov 2010 08:05
Last Modified:02 Jun 2011 07:02

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