Title of article
On an exact probability matching property of right-invariant priors
Author/Authors
Mukerjee، Rahul نويسنده , , A.Severini، Thomas نويسنده , , Ghosh، Malay نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
-951
From page
952
To page
0
Abstract
The paper considers priors which are right invariant with respect to the Haar measure.It is shown that the posterior coverage probabilities of certain invariant Bayesian predictive regions exactly match the corresponding frequentist probabilities. Several examples are given to illustrate the main result.
Keywords
Haar measure , invariance , Location-scale , Multivariate , Predictive region , Elliptically contoured distribution
Journal title
Biometrika
Serial Year
2002
Journal title
Biometrika
Record number
71761
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