Partial information reference priors : derivation and interpretations

@inproceedings{Clarkea2001PartialIR,
  title={Partial information reference priors : derivation and interpretations},
  author={B. Clarkea and A. Yuana},
  year={2001}
}
  • B. Clarkea, A. Yuana
  • Published 2001
Suppose X1; : : : ; Xn are IID p(·| ; ) where ( ; )∈Rd is distributed according to the prior density w(·). For estimators Sn=S(X ) and Tn=T (X ) assumed to be consistent for some function of and asymptotically normal, we examine the conditional Shannon mutual information (CSMI) between and Tn given and Sn, I( ; Tn| ; Sn). It is seen there are several important special cases of this CSMI. We establish asymptotic formulas for various cases and identify the resulting noninformative reference… CONTINUE READING

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