Prior Selection: A Review

Authors

  • Gholamhossein Gholami
  • Ali Etemadi

Keywords:

Prior Distribution, Bayesian Inference, Selection, Drawing

Abstract

The prior distribution is the key to Bayesian inference and its determination is therefore the mostimportant step in drawing this inference. To some extent, it is also the most dicult. In this paper,we'll review dierent approaches of choosing prior distribution.

References

Berger, J.O., 1985. Statistical Decision Theory and Bayesian Analysis. Springer-Verlag, Second Edition. 2. Berger, J.O., Bernardo, J.M., 1989. Estimating a Product of Means: Bayesian analysis with reference Priors. J. Amer. Statist. Assoc., 84,200-207. 3. Berger, J.O., Bernardo, J.M., 1992. On the Development of the Reference Prior Method. Bayesian Statistics, Oxford University Press London. 4. Bernardo, J.M., 1979. Reference Posterior Distribution for Bayesian Inference (with Discussion). J. Roy. Statist. Soc., B41,113, 113-147, 5. Casella, G., Berger, J.O., 2002. Statistical Inference". Second Edition, Duxbury Adv. Ser. 6. Christian, P.R., 2001. The Bayesian Choice: From Decision-Theoretic Foundations to Computational Implementation. Sec.Edit., Springer. 7. Fink, D., 1997. A Compendium of Conjugate Priors". The Magazine of Western History, Publisher: Citeseer, Pages: 1-4. 8. Gholami, G.H., 2008. Change-point Problems in Regression: A Bayesian Approach.Ph.D. Thesis. 9. Ho, P.D., 2009. A First Course in Bayesian Statistical Methods. Springer. 10. Jeffreys, H., 1946. An invariant form for the prior probability in estimation problems. Proc. Roy. Soc. London., A186, 453, 453-461. 11. Jeffreys, H., 1961. Theory of Probability. Third Edition, Oxford University Press, London.

Published

2014-08-29

How to Cite

Gholami, G. ., & Etemadi, A. . (2014). Prior Selection: A Review. Scientific Journal of Review, 3(8), 916-925. Retrieved from http://sjournals.com/index.php/sjr/article/view/469

Issue

Section

Other