Fisher–Rao geometry and Jeffreys prior for Pareto distribution

DOI10.1080/03610926.2020.1771593MaRDI QIDQ5079907zbMATH OpenOpenAlexFDO

Authors Mingming Li, Huafei Sun, Linyu Peng

Publication date 30 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.06006

zbMATH Keywords

Bayesian inferenceFisher-Rao metricJeffreys priorPareto distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(5)

• Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location
• Alpha-parallel priors on a one-sided truncated exponential family
• Fisher-Rao Geometry and Jeffreys Prior for Pareto Distribution
• On closed-form expressions for the Fisher-Rao distance
• Information geometry and alpha-parallel prior of the beta-logistic distribution

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