Title of article
Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates
Author/Authors
Laurent، نويسنده , , Stéphane، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
16
From page
2656
To page
2671
Abstract
Our purpose is to explore the intrinsic Bayesian inference on the rate of a Poisson distribution and on the ratio of the rates of two independent Poisson distributions, with the natural conjugate family of priors in the first case and the semi-conjugate family of priors defined by Laurent and Legrand (2011) in the second case. Intrinsic Bayesian inference is derived from the Bayesian decision theory framework based on the intrinsic discrepancy loss function. We cover in particular the case of some objective Bayesian procedures suggested by Bernardo when considering reference priors.
Keywords
Intrinsic loss , Hypothesis testing , Intrinsic discrepancy , Semi-conjugate family , Reference priors , Poisson rates
Journal title
Journal of Statistical Planning and Inference
Serial Year
2012
Journal title
Journal of Statistical Planning and Inference
Record number
2222080
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