Calibrating the prior distribution for a normal model with conjugate prior

DOI10.1080/00949655.2014.951855zbMath1457.62083OpenAlexW2003695294WikidataQ33848633 ScholiaQ33848633MaRDI QIDQ5222268

No author found.

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc5489251

zbMATH Keywords

Bayesian modelmean-squared errorprior specificationpoint and interval estimateshyperparameter

Mathematics Subject Classification ID

Bayesian inference (62F15)

Uses Software

• elicit-normlin

Cites Work

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• Bayesianly justifiable and relevant frequency calculations for the applied statistician
• The interplay of Bayesian and frequentist analysis
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• The Well-Calibrated Bayesian
• The Selection of Prior Distributions by Formal Rules
• A new approach to default priors and robust bayes methodology
• On the Posterior Mean and Variance of a Population Mean
• Statistical Methods for Eliciting Probability Distributions
• Assessment of locally influential observations in Bayesian models

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