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Objective priors for discrete parameter spaces

Publication ,  Journal Article
Berger, JO; Bernardo, JM; Sun, D
Published in: Journal of the American Statistical Association
August 2, 2012

This article considers the development of objective prior distributions for discrete parameter spaces. Formal approaches to such development-such as the reference prior approach-often result in a constant prior for a discrete parameter, which is questionable for problems that exhibit certain types of structure. To take advantage of structure, this article proposes embedding the original problem in a continuous problem that preserves the structure, and then using standard reference prior theory to determine the appropriate objective prior. Four different possibilities for this embedding are explored, and applied to a population-size model, the hypergeometric distribution, the multivariate hypergeometric distribution, the binomial-beta distribution, and the binomial distribution. The recommended objective priors for the first, third, and fourth problems are new. © 2012 American Statistical Association.

Duke Scholars

Published In

Journal of the American Statistical Association

DOI

ISSN

0162-1459

Publication Date

August 2, 2012

Volume

107

Issue

498

Start / End Page

636 / 648

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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Chicago
ICMJE
MLA
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Berger, J. O., Bernardo, J. M., & Sun, D. (2012). Objective priors for discrete parameter spaces. Journal of the American Statistical Association, 107(498), 636–648. https://doi.org/10.1080/01621459.2012.682538
Berger, J. O., J. M. Bernardo, and D. Sun. “Objective priors for discrete parameter spaces.” Journal of the American Statistical Association 107, no. 498 (August 2, 2012): 636–48. https://doi.org/10.1080/01621459.2012.682538.
Berger JO, Bernardo JM, Sun D. Objective priors for discrete parameter spaces. Journal of the American Statistical Association. 2012 Aug 2;107(498):636–48.
Berger, J. O., et al. “Objective priors for discrete parameter spaces.” Journal of the American Statistical Association, vol. 107, no. 498, Aug. 2012, pp. 636–48. Scopus, doi:10.1080/01621459.2012.682538.
Berger JO, Bernardo JM, Sun D. Objective priors for discrete parameter spaces. Journal of the American Statistical Association. 2012 Aug 2;107(498):636–648.
Journal cover image

Published In

Journal of the American Statistical Association

DOI

ISSN

0162-1459

Publication Date

August 2, 2012

Volume

107

Issue

498

Start / End Page

636 / 648

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics