On obtaining invariant prior distributions

DOI10.1016/0378-3758(93)90086-LzbMath0798.62008MaRDI 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 measure; Kullback-Leibler divergence; Jeffreys prior; divergence measures; parametrization invariance; distributional discrepancy measures; invariant priors; sample space invariance

Mathematics Subject Classification ID

62F15: Bayesian inference

62A01: Foundations and philosophical topics in statistics

Related Items

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

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