Generalization of Jeffreys divergence-based priors for Bayesian hypothesis testing
نویسندگان
چکیده
منابع مشابه
Generalization of Jeffreys’ Divergence Based Priors for Bayesian Hypothesis testing
In this paper we introduce objective proper prior distributions for hypothesis testing and model selection based on measures of divergence between the competing models; we call them divergence based (DB) priors. DB priors have simple forms and desirable properties, like information (finite sample) consistency; often, they are similar to other existing proposals like the intrinsic priors; moreov...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2008
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2008.00667.x