Article ID Journal Published Year Pages File Type
1148694 Journal of Statistical Planning and Inference 2012 16 Pages PDF
Abstract

Our purpose is to explore the intrinsic Bayesian inference on the rate of a Poisson distribution and on the ratio of the rates of two independent Poisson distributions, with the natural conjugate family of priors in the first case and the semi-conjugate family of priors defined by Laurent and Legrand (2011) in the second case. Intrinsic Bayesian inference is derived from the Bayesian decision theory framework based on the intrinsic discrepancy loss function. We cover in particular the case of some objective Bayesian procedures suggested by Bernardo when considering reference priors.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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