120
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Calibrating the prior distribution for a normal model with conjugate prior

&
Pages 3108-3128 | Received 07 Nov 2012, Accepted 01 Aug 2014, Published online: 03 Sep 2014

References

  • Bernardo JM, Irony TZ, Singpurwalla ND. Reference posterior distributions for Bayesian inference. J R Stat Soc Ser B Methodol. 1979;41:113–147.
  • Bernardo JM. Non-informative priors do not exist a dialogue with José M. Bernardo. J Statist Plann Inference. 1997;65:159–177. doi: 10.1016/S0378-3758(97)90075-6
  • Kass RE, Wasserman L. The selection of prior distributions by formal rules. J Amer Statist Assoc. 1996;91:1343–1370. doi: 10.1080/01621459.1996.10477003
  • Delampady M, DasGupta A, Casella G, Rubin H, Strawderman WE. A new approach to default priors and robust Bayes methodology. Canad J Statist. 2001;29:437–450. doi: 10.2307/3316039
  • Kadane JB, Dickey JM, Winkler RL, Smith WS, Peters SC. Interactive elicitation of opinion for a normal linear model. J Amer Statist Assoc. 1980;75:845–854. doi: 10.1080/01621459.1980.10477562
  • Kadane JB, Wolfson LJ. Experiences in elicitation. The Statistician. 1998;47:3–19.
  • Garthwaite PH, Kadane JB, O'Hagen A. Statistical methods for eliciting probability distributions. J Amer Statist Assoc. 2005;100:680–700. doi: 10.1198/016214505000000105
  • Brown LD. Foundations of exponential families. Monograph Series 6, Hayward, California: IMS Lecture Notes; 1986.
  • Ericson WA. On the posterior mean and variance of a population mean. J Amer Statist Assoc. 1970;65:649–652. doi: 10.1080/01621459.1970.10481114
  • Robert CP. The Bayesian choice. 2nd ed. New York, NY: Springer; 2001.
  • Kass RE. Approximate methods for assessing influence and sensitivity in Bayesian analysis. Biometrika. 1989;76:663–674. doi: 10.1093/biomet/76.4.663
  • McCulloch RE. Local model influence. J Amer Statist Assoc. 1989;84:473–478. doi: 10.1080/01621459.1989.10478793
  • Weiss RE. An approach to Bayesian sensitivity analysis. J R Stat Soc B. 1996;58:739–750.
  • Millar RB, Stewart WS. Assessment of locally influential observations in Bayesian models. Bayesian Anal. 2007;2:365–384. doi: 10.1214/07-BA216
  • Ren C, Sun D, Dey DK. Comparison of Bayesian and frequentist estimation and prediction for a normal population. Sankhyā. 2004;66:678–706.
  • Dawid AP. The well-calibrated Bayesian. J Amer Statist Assoc. 1982;77:605–610. doi: 10.1080/01621459.1982.10477856
  • Rubin DB. Bayesian justifyiability and relavant frequency calculations for the applied statistician. Ann Statist. 1984;12:1151–1172. doi: 10.1214/aos/1176346785
  • Bayarri MJ, Berger JO. The interplay of Bayesian and freuqentist analysis. Statist Sci. 2004;19:58–80. doi: 10.1214/088342304000000116
  • Little R. Calibrated bayes: a bayes/frequentist roadmap. Amer Statist. 2006;60:1–11. doi: 10.1198/000313006X117837
  • Gelman A, Carlin JB, Stern HS, Rubin D. 2nd ed. Boca Raton, FL: Chapman & Hall; 2004.
  • Mackowiak PA, Wasserman SS, Levine MM. A critical appraisal of 98.6°F, the upper limit of the normal body temperature, and other legacies of Carl Reinhold August Wunderlich. JAMA. 1992;268:1578–1580. doi: 10.1001/jama.1992.03490120092034

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.