Statistical inference with partial prior information based on a Gauss-type inequality

Statistical inference with partial prior information based on a Gauss-type inequality

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Article ID: iaor2004872
Country: Netherlands
Volume: 35
Issue: 13
Start Page Number: 1483
End Page Number: 1488
Publication Date: Jun 2002
Journal: Mathematical and Computer Modelling
Authors: , ,
Abstract:

Potter and Anderson have developed a Bayesian decision procedure requiring the specification of a class of prior distributions restricted to have a minimal probability content for a given subset of the parameter space. They do not, however, provide a method for the selection of that subset. We show how a generalization of Gauss' inequality can be used to determine the relevant parameter subset.

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