Prior information in optimal allocation for multinomial population

This paper investigates a criterion to determine the less informative prior between two Dirichlet priors for multinomial samples based on optimal allocation. The uniform and Jeffreys' priors are shown to be more informative than other Dirichlet priors under certain conditions. The least informa...

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Veröffentlicht in:	Communications in statistics. Theory and methods 1998-01, Vol.27 (1), p.211-222
1. Verfasser:	Fang, B.Q.
Format:	Artikel
Sprache:	eng
Schlagworte:	Dirichlet distribution Distribution theory estimation Exact sciences and technology Mathematics noninformative prior posterior variance Probability and statistics Sciences and techniques of general use Statistics Sufficiency and information
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Zusammenfassung:	This paper investigates a criterion to determine the less informative prior between two Dirichlet priors for multinomial samples based on optimal allocation. The uniform and Jeffreys' priors are shown to be more informative than other Dirichlet priors under certain conditions. The least informative Dirichlet priors among two subclasses and the whole class of Dirichlet priors are found.
ISSN:	0361-0926 1532-415X
DOI:	10.1080/03610929808832661