Conditions for interior based constrained prior distributions to ensure probability density
عنوان مقاله: Conditions for interior based constrained prior distributions to ensure probability density
شناسه ملی مقاله: JR_JSMTA-3-2_009
منتشر شده در در سال 1401
شناسه ملی مقاله: JR_JSMTA-3-2_009
منتشر شده در در سال 1401
مشخصات نویسندگان مقاله:
Amirhossein Ghatari - Department of Statistics, Amirkabir University of Technology, Tehran, Iran
Elham Tabrizi - Department of Mathematics, Kharazmi University, Tehran, Iran
خلاصه مقاله:
Amirhossein Ghatari - Department of Statistics, Amirkabir University of Technology, Tehran, Iran
Elham Tabrizi - Department of Mathematics, Kharazmi University, Tehran, Iran
In Bayesian inference, the acquisition of prior distributions plays a fundamental role. While authorized priors need not conform to traditional probability densities and may be improper priors, obtaining proper prior densities remains a challenge in the Bayesian literature. This article explores a set of conditions that enable the establishment of specific assumptions, ensuring that maximum entropy priors and restricted reference priors become proper and transform into probability density priors. By examining these conditions, this study contributes to the advancement of proper prior acquisition in Bayesian analysis.
کلمات کلیدی: Constrained prior, Jensen inequality, Maximum entropy prior, Restricted reference priors
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1997981/