Objective Bayesian analysis under sequential experimentation

Date
Authors
Sun, Dongchu
Berger, James O.
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Objective priors for sequential experiments are considered. Common priors, such as the Jeffreys prior and the reference prior, will typically depend on the stopping rule used for the sequential experiment. New expressions for reference priors are obtained in various contexts, and computational issues involving such priors are considered.
Comment: Published in at http://dx.doi.org/10.1214/074921708000000020 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
Keywords
Mathematics - Statistics Theory, Statistics - Computation, 62L12, 62C10 (Primary) 62F15, 62L10 (Secondary)
Citation
Collections