Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148694 | Journal of Statistical Planning and Inference | 2012 | 16 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Stéphane Laurent,