Fisher–Rao geometry and Jeffreys prior for Pareto distribution

DOI10.1080/03610926.2020.1771593OpenAlexW3082302948MaRDI QIDQ5079907

Mingming Li, Lin Yu Peng, Hua Fei Sun

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.06006

zbMATH Keywords

Bayesian inferencePareto distributionJeffreys priorFisher-Rao metric

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location ⋮ Alpha-parallel priors on a one-sided truncated exponential family

Cites Work

• Bayesian inference for Pareto populations
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Differential-geometrical methods in statistics
• Statistical Einstein manifolds of exponential families with group-invariant potential functions
• Differential Geometry
• Bayesian Estimation and Prediction for Pareto Data
• Riemannian Geometry
• An invariant form for the prior probability in estimation problems
• Compact Riemann surfaces. An introduction to contemporary mathematics
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