Work

Objective Bayesian analysis under sequential experimentation

Year: 2008

Type: book-chapter

Abstract:  Objective priors for sequential experiments are considered. Common priors, such as the Jeffreys prior and the reference prior, will typically depend on the stopping rule used for the sequential experiment. New expressions for reference priors are obtained in various contexts, and computational issues involving such priors are considered.

Source: Institute of Mathematical Statistics eBooks

DOI: 10.1214/074921708000000020

Authors: Dongchu Sun, James O. Berger

Institutions: University of Missouri, Duke University

Language: English

Topic: Statistical Methods and Bayesian Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funders: National Science Foundation, National Institutes of Health

Awards: Bayesian hierarchical models for inference with behavorial data, Bayesian Analysis and Frequentist Interfaces, Bayesian Models for Assessing Shape and Covariance in Behavioral Data