Characterizing priors by posterior expectations in multiparameter exponential families (Q1092546)
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English | Characterizing priors by posterior expectations in multiparameter exponential families |
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Characterizing priors by posterior expectations in multiparameter exponential families (English)
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1987
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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.
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normal distribution
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identifiability of mixtures of exponential families
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posterior expectation
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prior distribution
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negative multinomial distributions
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