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How Informative is a Non-informative Prior?
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2011 (English)Report (Other academic)
Abstract [en]

This paper critizises the notion of non-informative priors. We showthat in two well-known discrete cases, binomial and Poisson, the use ofpriors widely belived to be non-informative, results in posterior intervalsthat are contained in the corresponding exact frequentist intervals. Moreover,we try to quantify how much information that is carried by the priorsby finding out how many observations that need to be added to make thefrequentist and Bayesian intervals as close as possible.

Place, publisher, year, edition, pages
Uppsala: Department of Statistics, Uppsala University , 2011. , 8 p.
Series
Working paper / Department of Statistics, Uppsala University, 2011:2
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-150541OAI: oai:DiVA.org:uu-150541DiVA: diva2:407638
Available from: 2011-04-01 Created: 2011-03-31 Last updated: 2011-04-01Bibliographically approved

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ReferencesLink to record
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