Reference priors with partial information

Journal Article (Journal Article)

In this paper, reference priors are derived for three cases where partial information is available. If a subjective conditional prior is given, two reasonable methods are proposed for finding the marginal reference prior. If, instead, a subjective marginal prior is available, a method for defining the conditional reference prior is proposed. A sufficient condition is then given under which this conditional reference prior agrees with the conditional reference prior derived in the first stage of the reference prior algorithm of Berger & Bernardo (1989, 1992). Finally, under the assumption of independence, a method for finding marginal reference priors is also proposed. Various examples are given to illustrate the methods.

Full Text

Duke Authors

Cited Authors

  • Sun, D; Berger, JO

Published Date

  • January 1, 1998

Published In

Volume / Issue

  • 85 / 1

Start / End Page

  • 55 - 71

International Standard Serial Number (ISSN)

  • 0006-3444

Digital Object Identifier (DOI)

  • 10.1093/biomet/85.1.55

Citation Source

  • Scopus