Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates

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• 作者：Sté ; phane Laurent ^{laurent_step@yahoo.fr}
• 关键词：Poisson rates ; Reference priors ; Intrinsic loss ; Intrinsic discrepancy ; Hypothesis testing ; Semi-conjugate family
• 刊名：Journal of Statistical Planning and Inference
• 出版年：2012
• 期刊代码：36_03783758
• 类别：mt
• 出版时间：September, 2012
• 卷：142
• 期：9
• 页码：2656-2671
• 文件大小：576 K

摘要

Our purpose is to explore the intrinsic Bayesian inference on the rate of a Poisson distribution and on the ratio of the rates of two independent Poisson distributions, with the natural conjugate family of priors in the first case and the semi-conjugate family of priors defined by in the second case. Intrinsic Bayesian inference is derived from the Bayesian decision theory framework based on the intrinsic discrepancy loss function. We cover in particular the case of some objective Bayesian procedures suggested by Bernardo when considering reference priors.