On an exact probability matching property of right-invariant priors

DOI10.1093/biomet/89.4.952zbMath1034.62022OpenAlexW2076884682MaRDI QIDQ4455384

Malay Ghosh, Rahul Mukerjee, Thomas A. Severini

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/89.4.952

zbMATH Keywords

invarianceelliptically contoured distributionHaar measurelocation-scalepredictive region

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Multivariate analysis (62H99) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Set functions and measures on topological groups or semigroups, Haar measures, invariant measures (28C10)

Related Items (11)

Coherent Frequentism: A Decision Theory Based on Confidence Sets ⋮ Invariance, model matching and probability matching ⋮ Moment matching priors ⋮ Parameter uncertainty and reserve risk under Solvency II ⋮ A Simple Analysis of the Exact Probability Matching Prior in the Location-Scale Model ⋮ Objective Bayesian analysis for exponential power regression models ⋮ Objective priors for the bivariate normal model ⋮ Objective priors: an introduction for frequentists ⋮ Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh ⋮ Bayes factor testing of multiple intraclass correlations ⋮ Informed Bayesian t-Tests

This page was built for publication: On an exact probability matching property of right-invariant priors