On obtaining invariant prior distributions

DOI10.1016/0378-3758(93)90086-LzbMath0798.62008OpenAlexW2033696623MaRDI QIDQ1314489

Edward I. George, Robert E. McCulloch

Publication date: 10 November 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90086-l

zbMATH Keywords

Haar measureKullback-Leibler divergenceJeffreys priordivergence measuresparametrization invariancedistributional discrepancy measuresinvariant priorssample space invariance

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (4)

On the probability of a model. ⋮ Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) ⋮ Jeffreys' prior is asymptotically least favorable under entropy risk ⋮ Reference priors for exponential families with increasing dimension

Cites Work

• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Statistical decision theory and Bayesian analysis. 2nd ed
• Inner statistical inference. II
• Papers on probability, statistics and statistical physics. Ed. by R. D. Rosenkrantz.
• The geometry of asymptotic inference. With comments and a rejoinder by the author
• On Prior Distributions for Binary Trials
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