Journal
STATISTICS & PROBABILITY LETTERS
Volume 81, Issue 8, Pages 1034-1038Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2011.02.025
Keywords
Minimal sufficiency; Prior predictive; Convergence; Prior-data conflict
Categories
Ask authors/readers for more resources
We consider checking for prior-data conflict in a Bayesian analysis via a tail probability based on the prior predictive distribution. We establish the appropriateness of this measure in the sense that the limiting value of the tail probability measures the extent to which the true value of the parameter is a surprising value from the prior. (C) 2011 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available