The formal definition of reference priors

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dc.creatorBerger, James O.
dc.creatorBernardo, José M.
dc.creatorSun, Dongchu
dc.date2009-04-01
dc.date.accessioned2026-07-07T12:59:04Z
dc.date.available2026-07-07T12:59:04Z
dc.descriptionReference analysis produces objective Bayesian inference, in the sense that inferential statements depend only on the assumed model and the available data, and the prior distribution used to make an inference is least informative in a certain information-theoretic sense. Reference priors have been rigorously defined in specific contexts and heuristically defined in general, but a rigorous general definition has been lacking. We produce a rigorous general definition here and then show how an explicit expression for the reference prior can be obtained under very weak regularity conditions. The explicit expression can be used to derive new reference priors both analytically and numerically.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AOS587 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0904.0156
dc.identifierhttp://arxiv.org/abs/0904.0156
dc.identifierAnnals of Statistics 2009, Vol. 37, No. 2, 905-938
dc.identifierdoi:10.1214/07-AOS587
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/225458
dc.subjectStatistics Theory
dc.subject62F15 (Primary) 62A01, 62B10 (Secondary)
dc.titleThe formal definition of reference priors
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