An analytic example of latent information prior

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Publication:6255409

arXiv1410.2961MaRDI QIDQ6255409FDOQ6255409


Authors: Fuyuhiko Tanaka Edit this on Wikidata


Publication date: 11 October 2014

Abstract: Recently Komaki proposed latent information priors as an objective prior. In this short article, we consider the one-step ahead prediction based on one-sample under the binomial model. In this specific case, the latent information prior is derived analytically and shown to be a discrete prior. It verifies the numerical result by Komaki. As a by-product, we obtain the minimal complete class, the minimax predictive distribution.













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