Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior

DOI10.1007/BF02565103zbMath1061.62507OpenAlexW1973093829MaRDI QIDQ1962695

Holger R. Scholl

Publication date: 1998

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02565103

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Bayesian problems; characterization of Bayes procedures (62C10) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory

Cites Work

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• On a Measure of the Information Provided by an Experiment
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• Probability with Martingales
• A general minimax result for relative entropy
• Reference Prior Bayesian Analysis for Normal Mean Products
• An algorithm for computing the capacity of arbitrary discrete memoryless channels
• Computation of channel capacity and rate-distortion functions

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