Characterizing priors by posterior expectations in multiparameter exponential families (Q1092546): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:20, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing priors by posterior expectations in multiparameter exponential families |
scientific article |
Statements
Characterizing priors by posterior expectations in multiparameter exponential families (English)
0 references
1987
0 references
Exploiting the notion of identifiability of mixtures of exponential families with respect to a vector parameter \(\theta\), it is shown that the posterior expectation of \(\theta\) characterizes the prior distribution of \(\theta\). The result is applied to normal and negative multinomial distributions.
0 references
normal distribution
0 references
identifiability of mixtures of exponential families
0 references
posterior expectation
0 references
prior distribution
0 references
negative multinomial distributions
0 references
