article · 2000

Partial Information Reference Priors

B. Clarke, A. Yuan

Cited by 0Abstract and details only

Abstract

Suppose X 1 ; : : : ; X n are IID p(j; ) where (; ) 2 IR d is distributed according to the prior density w(). For estimators S n = S(X n ) and T n = T (X n ) assumed to be consistent for some function of and asymptotically normal we examine the conditional Shannon mutual information (CSMI) between and T n given \t and S n , I(; T n j\t; S n ). It is seen there are several important special cases of this CSMI. We establish an asymptotic formula for it and identify the resulting noninformative reference prior. As a consequence, we develop the notion of data dependent priors and a calibration for how close an estimator is to sufficiency.

Cite this paper

APA 7

Clarke, B., & Yuan, A. (2000). Partial Information Reference Priors.

MLA 9

Clarke, B., and A. Yuan. “Partial Information Reference Priors.” 2000.

Chicago

Clarke, B., and A. Yuan. 2000. “Partial Information Reference Priors.”

Harvard

Clarke, B. and Yuan, A. (2000) ‘Partial Information Reference Priors’.

BibTeX

@article{clarke2000partial,
  title = {{Partial Information Reference Priors}},
  author = {Clarke, B. and Yuan, A.},
  year = {2000}
}

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