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catalog - Statistics

ACatalogofNoninformativePriors RuoyongYangParexelInternational RevereDrive Suite Northbrook IL ruoyong yang parexel comJamesO BergerISDSDukeUniversityDuahrm NC berger stat duke eduDecember Abstract PRELIMINARYDRAFT Thisdraftofthecatalogisincomplete withmuchremainingtobe lledinand oradded Wearecirculatingthisdraftinthehopesthatr eaderswillknowofrelevantinformationthats houldbeadded Pleasesendsuchinformationtotheauthorsabo ve Avarietyofmethodsofderivingnoninformativ epriorshavebeendeveloped andappliedtoawidevarietyofstatisticalmod els Inthispaperweprovideacatalogofmanyofther esultingpriors andlistknownpropertiesofthepriors EmphasisisgiventoreferencepriorsandtheJe reysprior althoughotherapproachesarealsoconsidered Keywordsandphrases Je reysprior referenceprior maximaldatainforma tionprior Contents Introduction Motivation ApproachestoDevelopmentofNoninformativeP riors ThisresearchwassupportedbyNSFgrantsDMS andDMS

an example the Jer eys prior seems to almost alw a ys yield a prop er p osterior distribution This is magical in that the common constan t or uniform prior will

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Prior Distributions - stats.org.uk

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