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313821

Reference Priors Versus Reverse Reference Priors: The Role of Invariance

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Last updated: 05 Jan 2025

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Abstract

In this article, I investigate two classes of noninformative priors: the reference priors of Berger and Bernardo and the reverse reference priors attributed to J.K. Ghosh. Datta and Ghosh (1995) gave a simple condition under which reference priors agree with reverse reference priors. They also gave several examples showing agreement or disagreement between the two priors. I derive the reference priors and reverse reference priors for several reparametrization of one of these examples, examine the invariance properties of the different parametrizations, and observe an interesting relationship between priors and invariance properties.   

DOI

10.21608/esju.2000.313821

Keywords

Reference Priors - Reverse Reference Priors, Invariance, Parameter

Volume

44

Article Issue

1

Related Issue

43031

Issue Date

2000-06-01

Publish Date

2000-06-01

Page Start

26

Page End

38

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_313821.html

Detail API

https://esju.journals.ekb.eg/service?article_code=313821

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3

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Reference Priors Versus Reverse Reference Priors: The Role of Invariance

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Article

Created At

28 Dec 2024