Frequentist validity of posterior quantiles for a two-parameter exponential family

DOI10.1093/BIOMET/83.1.55MaRDI QIDQ3837337zbMATH OpenOpenAlexFDO

Authors Dongchu Sun, Keying Ye

Publication date 1996

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/83.1.55

zbMATH Keywords

normal distributionreference priorgamma distributioninverse Gaussian distributionmatching priorsigned log-likelihood ratioorthogonal parametrisation

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cited in

(16)

• Second-order matching prior family parametrized by sample size and matching probability
• On the property of posteriors for dispersion models
• Overall objective priors
• Objective Bayesian hypothesis testing and estimation for the intraclass model
• Bayesian analysis for a stress-strength system under noninformative priors
• A matching prior for the shape parameter of the exponential power distribution
• Reference priors for exponential families
• Reference priors for exponential families with simple quadratic variance function
• Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model
• Bayesian prediction with approximate frequentist validity.
• A Simple Analysis of the Exact Probability Matching Prior in the Location-Scale Model
• Corrections for Bias in Maximum Likelihood Parameter Estimates Due to Nuisance Parameters
• A note on noninformative priors for Weibull distributions.
• The Behrens-Fisher problem revisited: a Bayes-frequentist synthesis
• Objective Bayesian analysis for bivariate Marshall-Olkin exponential distribution
• Efficient closed-form maximum a posteriori estimators for the gamma distribution

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