Probability Matching Priors: Higher Order Asymptotics

Probability Matching Priors: Higher Order Asymptotics

by Gauri Sankar Datta, Rahul Mukerjee

Paperback(Softcover reprint of the original 1st ed. 2004)

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Overview

Probability Matching Priors: Higher Order Asymptotics by Gauri Sankar Datta, Rahul Mukerjee

This is the first book on the topic of probability matching priors. It targets researchers, Bayesian and frequentist; graduate students in Statistics.

Product Details

ISBN-13: 9780387203294
Publisher: Springer New York
Publication date: 01/08/2004
Series: Lecture Notes in Statistics , #178
Edition description: Softcover reprint of the original 1st ed. 2004
Pages: 127
Product dimensions: 6.10(w) x 9.25(h) x (d)

Table of Contents

Introduction and the Shrinkage Argument
• Matching Priors for Posterior Quantiles
• Matching Priors for Distribution Functions
• Matching Priors for Highest Posterior Density Regions
• Matching Priors for Other Credible Regions
• Matching Priors for Prediction

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