Locally uniform prior

时间:2018-03-29 10:13:34   收藏:0   阅读:187

 

目的是为了使先验的影响降到最小。

在likelihood可评估的区间,先验概率保持基本不变,在区间之外先验概率可以忽略不计。

这样后验概率基本等于似然概率。

 

A prior distribution P is locally uniform at \(\theta_0\) if

\(\frac{P(a\sigma<\theta-\theta_0< b\sigma)}{P(0<\theta-\theta_0< \sigma)} \to ~b-a \text{ for each } a<b \text{ as } \sigma \to 0\)

 

It will be shown that the posterior distribution of \(\theta|X_\sigma\) is asymptotically \(N(X_\sigma,\sigma^2)\) , if and only if \(P(\theta)\) is locally uniform and tail-bounded.

 

Hartigan J A. Locally uniform prior distributions[J]. The Annals of Statistics, 1996, 24(1): 160-173.

---恢复内容结束---

原文:https://www.cnblogs.com/haowang/p/8667765.html

评论(0
© 2014 bubuko.com 版权所有 - 联系我们:wmxa8@hotmail.com
打开技术之扣,分享程序人生!