Integrable expansions for posterior distributions for a two-parameter exponential family

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DOI10.1214/aos/1176325758zbMath0828.62071OpenAlexW2043698144MaRDI QIDQ1896238

Dongchu Sun

Publication date: 2 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325758

zbMATH Keywords

confidence intervals stopping time nuisance parameters Jeffreys' prior martingale convergence theorem reference prior reparameterization Stein's identity asymptotic expansions of posterior distributions data-dependent transformation high-order correction optimal noninformative priors repeated likelihood ratio tests two-dimensional exponential family

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Sequential estimation (62L12)

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Overall objective priors, A note on noninformative priors for Weibull distributions., Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder)., Exact computation for some sequential tests

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