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-½), 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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