The problem of finding a non-informative prior distribution for a parameter is approached using the notion of context-invariance. This concept is revisited and discussed with the aim of applying it to finding context-invariant non-informative priors for the one-parameter exponential family (suitably redefined) and the location-scale family. Our approach, carried-out in a finitely-additive framework, generally leads to a class of non-informative priors with respect to any given problem. For most common statistical models such a class does not always contain the corresponding Jeffreys' prior, but does contain the so-called ALI prior by Hartigan.

A note on coherent invariant distributions as non-informative priors for exponential and location-scale families

VERONESE, PIERO
1989

Abstract

The problem of finding a non-informative prior distribution for a parameter is approached using the notion of context-invariance. This concept is revisited and discussed with the aim of applying it to finding context-invariant non-informative priors for the one-parameter exponential family (suitably redefined) and the location-scale family. Our approach, carried-out in a finitely-additive framework, generally leads to a class of non-informative priors with respect to any given problem. For most common statistical models such a class does not always contain the corresponding Jeffreys' prior, but does contain the so-called ALI prior by Hartigan.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11565/3750057
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