NONINFORMATIVE PRIORS FOR DISPERSION MODELS

Authors
Citation
Cw. Garvan et M. Ghosh, NONINFORMATIVE PRIORS FOR DISPERSION MODELS, Biometrika, 84(4), 1997, pp. 976-982
Citations number
27
Journal title
ISSN journal
00063444
Volume
84
Issue
4
Year of publication
1997
Pages
976 - 982
Database
ISI
SICI code
0006-3444(1997)84:4<976:NPFDM>2.0.ZU;2-9
Abstract
The present paper provides a Bayesian analysis of two-parameter disper sion models under noninformative priors. The focus is on first-and sec ond-order probability matching priors. Other noninformative priors, in cluding Jeffreys' and reference priors, are examined in the light of t hese criteria. For certain models some unique second-order probability matching priors are found which are different from either Jeffreys' o r reference priors.