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On priors that match posterior and frequentist distribution functions
Author(s) -
Ghosh J.K.,
Mukerjee Rahul
Publication year - 1993
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315661
Subject(s) - frequentist inference , prior probability , posterior probability , mathematics , posterior predictive distribution , bayesian probability , statistics , parametric statistics , econometrics , bayesian inference , bayesian linear regression
In the multiparameter case, this paper characterizes priors so as to match, up to o(n ‐1/2 ), the posterior joint cumulative distribution function (c.d.f.) of a posterior standardized version of the parametric vector with the corresponding frequentist c.d.f.