The Interpretation of Improper Prior Distributions as Limits of Data Dependent Proper Prior Distributions
- 1 September 1980
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 42 (1) , 46-52
- https://doi.org/10.1111/j.2517-6161.1980.tb01099.x
Abstract
Summary: By using examples the difficulty of interpreting an improper prior distribution as a limit of some proper prior distributions is demonstrated. It is shown that an improper prior distribution can often be more adequately described as a limit of some data adaptive proper prior distributions.This publication has 8 references indexed in Scilit:
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