http://hdl.handle.net/1983/968 2013-05-16T23:46:19Z 2013-05-16T23:46:19Z Staicu, A-M Reid, Nancy http://hdl.handle.net/1983/972 2007-11-02T00:35:14Z 2007-11-01T13:47:40Z

On the uniqueness of probability matching priors Staicu, A-M; Reid, Nancy Probability matching priors are priors for which Bayesian and frequentist inference, in the form of posterior quantiles, or confidence intervals, agree to some order of approximation. These priors are constructed by solving a first order partial differential equation, that may be difficult to solve. However, Peers (1965) and Tibshirani (1989) showed that under parameter orthogonality a family of matching priors can be obtained. The present work shows that, when used in a third order approximation to the posterior marginal density, the Peers-Tibshirani class of matching priors is essentially unique.

2007-11-01T13:47:40Z