On minimum information prior distributions

  title={On minimum information prior distributions},
  author={Hirotugu Akaike},
  journal={Annals of the Institute of Statistical Mathematics},
  • H. Akaike
  • Published 1 December 1983
  • Mathematics
  • Annals of the Institute of Statistical Mathematics
SummaryThe formulation of the concept of non-informative prior distribution over a finite number of possibilities is considered and the minimum information prior distribution is defined as the prior distribution that adds minimum expected amount of information to the posterior distribution. Numerical examples show that the definition leads to nontrivial results. An information inequality is established to assure the validity of numerical results. The relation of the present work to other works… 
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  • H. Jeffreys
  • Mathematics
    Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences
  • 1946
It is shown that a certain differential form depending on the values of the parameters in a law of chance is invariant for all transformations of the parameters when the law is differentiable with