Skip Navigation

Biometrika 1995 82(1):37-45; doi:10.1093/biomet/82.1.37
© 1995 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by DAITA, G. S.
Right arrow Articles by GHOSH, J. K.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

On priors providing frequentist validity for Bayesian inference

GAURI SANKAR DAITA1 and JAYANTA KUMAR GHOSH2

1Department of Statistics, University of Georgia Athens, Georgia 30602-1952, USA
2Indian Statistical Institute 203 Barrackpore Trunk Road, Calcutta 700 035, India

We derive the differential equation that a prior must satisfy if the posterior probability of a one-sided credibility interval for a parametric function and its frequentist probability agree up to 0(n–1). This equation turns out to be identical with Stein's equation for a slightly different problem, for which also our method provides a rigorous justification. Our method is different in details from Stein's but similar in spirit to Dawid (1991) and Bickel & Ghosh (1990). Some examples are provided.

Key Words: Confidence set • Credible set • Noninformative prior • Posterior distribution • Probability-matching equation • Probability-matching prior


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.