On a property of a non–local moment prior

DOI10.1080/03610926.2020.1804590OpenAlexW3048146448MaRDI QIDQ5079934

Stephen G. Walker

Publication date: 30 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1804590

zbMATH Keywords

convex functionFisher informationcalculus of variationsEuler-Lagrange equationBayesian hypothesis test

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Statistics (62-XX)

Cites Work

• Bayesian information in an experiment and the Fisher information distance
• On minimum Fisher information distributions with restricted support and fixed variance
• Variational methods in statistics
• Prior distributions for objective Bayesian analysis
• Riccati differential equations
• On the entropy of continuous probability distributions (Corresp.)
• Maximum-entropy distributions having prescribed first and second moments (Corresp.)
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests

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