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Reference Posterior Distributions for Bayesian Inference

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Bernardo, Jose M.·1979·Journal of the Royal Statistical Society Series B: Statistical Methodology

Abstract

Summary: A procedure is proposed to derive reference posterior distributions which approximately describe the inferential content of the data without incorporating any other information. More explicitly, operational priors, derived from information-theoretical considerations, are used to obtain reference posteriors which may be expected to approximate the posteriors which would have been obtained with the use of proper priors describing vague initial states of knowledge. The results obtained unify and generalize some previous work and seem to overcome criticisms to which this has been subject.

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Metadata

Authors
Bernardo, J. M.
Venue
Journal of the Royal Statistical Society Series B: Statistical Methodology
Published
1979-01-01
Volume
41
Issue
2
Pages
113-128
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
OpenAlex
W69468016
Cited by
1,095
References
4
FWCI
7.60
Type
journal article
Language
en
Open access
bronze

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Bernardo, J. M. (1979). Reference Posterior Distributions for Bayesian Inference. Journal of the Royal Statistical Society Series B: Statistical Methodology. https://doi.org/10.1111/j.2517-6161.1979.tb01066.x

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