6533b835fe1ef96bd129fd7b

RESEARCH PRODUCT

Reference Priors in a Variance Components Problem

José M. BernardoJames O. Berger

subject

Mathematical optimizationGroup (mathematics)Heuristic (computer science)Completeness (order theory)Prior probabilityVariance componentsSpecial caseBayesian inferenceMathematics

description

The ordered group reference prior algorithm of Berger and Bernardo (1989b) is applied to the balanced variance components problem. Besides the intrinsic interest of developing good noninformative priors for the variance components problem, a number of theoretically interesting issues arise in application of the proposed procedure. The algorithm is described (for completeness) in an important special case, with a detailed heuristic motivation.

yearjournalcountryeditionlanguage
1992-01-01
https://doi.org/10.1007/978-1-4612-2944-5_10