Reference Priors When the Stopping Rule Depends on the Parameter of Interest

DOI10.2307/2290732zbMath0773.62061OpenAlexW4236351210MaRDI QIDQ4694206

Keying Ye

Publication date: 28 October 1993

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290732

zbMATH Keywords

stopping timeJeffreys priornoninformative priorsreference priorsfrequentist coverage probabilitiesexpected stopping time

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal stopping in statistics (62L15)

Related Items (9)

Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model ⋮ Invariance of the reference prior under reparametrization ⋮ On divergence measures leading to Jeffreys and other reference priors ⋮ On Bayesian estimators in multistage binomial designs ⋮ The interplay of Bayesian and frequentist analysis ⋮ An Objective Bayesian Approach to Multistage Hypothesis Testing ⋮ Bayesian priors in sequential binomial design ⋮ Jeffreys priors for survival models with censored data ⋮ Exact computation for some sequential tests

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