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Biometrika 1976 63(1):201-203; doi:10.1093/biomet/63.1.201
© 1976 by Biometrika Trust
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Miscellanea

Bayes estimation subject to uncertainty about parameter constraints

A. O'HAGAN and TOM LEONARD

Department of Statistics, University of Warwick Coventry

When estimating a normal location parameter, an inequality constraint is sometimes indicated by theoretical considerations. If, however, this constraint is assumed a priori definitely to hold, then the data will never be permitted to formally contradict the theory. We propose a family of skew prior distributions which reflect uncertainty about the constraint.

Key Words: Hierarchical prior • Inequality constraints • Posterior mean • Skew prior • Truncated normal distribution


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