抄録
The posterior mode under the standardized prior density is proposed to estimate a mean (vector) parameter, and its potential usefulness is discussed. Priors in this study include a conjugate prior and its generalized forms. When a prior density is factored into the standardized prior density and the supporting measure density, our suggestion is to discard the latter density and then to calculate the posterior mode of the mean under the standardized prior density. This treatment makes our choice of a prior density flexible. Implications of this treatment are discussed.
本文言語 | 英語 |
---|---|
ページ(範囲) | 253-269 |
ページ数 | 17 |
ジャーナル | Journal of Statistical Planning and Inference |
巻 | 131 |
号 | 2 |
DOI | |
出版ステータス | 出版済み - 5月 1 2005 |
外部発表 | はい |
!!!All Science Journal Classification (ASJC) codes
- 統計学および確率
- 統計学、確率および不確実性
- 応用数学