On the Jeffreys prior for the multivariate Ewens distribution

DOI10.1016/J.SPL.2013.02.014MaRDI QIDQ386286zbMATHOpenAlexFDO

Authors Abel Rodriguez

Publication date 9 December 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.1706

zbMATH Keywords

Dirichlet processJeffreys priorEwens sampling formulamultivariate Ewens distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Random measures (60G57)

Abstract: We derive the Jeffreys prior for the parameter of the Multivariate Ewens Distribution and study some of its properties. In particular, we show that this prior is proper and has no finite moments. We also investigate the impact of this default prior on the a priori distribution of the number of species and the a priori probability of discovery of a new species, which are usually employed in subjective prior elicitation. The effect of the Jeffreys prior for posterior inference is illustrated using examples arising in the context of inference for species sampling models and Dirichlet process mixture models.

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Cited in

(4)

• The use of Jeffreys priors for the Student-tdistribution
• scientific article; zbMATH DE number 1983613 (Why is no real title available?)
• Properties and implementation of Jeffreys's prior in binomial regression models
• Jeffreys priors for mixture estimation: properties and alternatives

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