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catalog - stats.org.uk

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 atPurdueUniversity OrganizationandNotation AR Behrens FisherProblem Beta Binomial BivariateBinomial Box CoxPowerTransformedLinearModel Cauchy Dirichlet ExponentialRegressionModel FDistribution Gamma Generaliz

A Catalog of Noninformativ e Priors Ruo y ong Y ang P arexel In ternational Rev ere Driv e Suite North bro ok IL ruo y ongy angparexelcom James O Berger ISDS Duk Univ ...

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