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On a property of a non–local moment prior.

Authors :
Walker, Stephen G.
Source :
Communications in Statistics: Theory & Methods; 2022, Vol. 51 Issue 11, p3799-3805, 7p
Publication Year :
2022

Abstract

The paper provides objective motivation for the class of non–local moment prior, introduced for the purposes of Bayesian hypothesis testing using Bayes factors. The motivation is that it minimizes Fisher information among a large class of density. Being a minimizer of some measure of information is an important feature so that the test, even within a Bayesian framework, has an objective criterion. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
51
Issue :
11
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
156916626
Full Text :
https://doi.org/10.1080/03610926.2020.1804590