6533b859fe1ef96bd12b7f58
RESEARCH PRODUCT
Una solucion bayesiana a la Paradoja de Stein
Juan Ferrándiz Ferragudsubject
Statistics and ProbabilityCombinatoricsNorm (mathematics)Multivariate normal distributionMaximizationStatistics Probability and UncertaintyPsychologyCartographydescription
If we are interested in making inferences about the square norm of the mean in a multivariate normal model, the usual uniform prior for the mean is not sound, as revealed by Stein in his 1959 work. This paper studies in what sense this prior must be modified by using the maximization of missing information procedure (Bernardo, 1979)
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1982-06-01 | Trabajos de Estadistica Y de Investigacion Operativa |