| ASSESSING LOCAL PRIOR INFLUENCE IN BAYESIAN ANALYSIS |
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| 作者姓名： | SHIH JIANQING |
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| 摘 要： | ＡＳＳＥＳＳＩＮＧＬＯＣＡＬＰＲＩＯＲＩＮＦＬＵＥＮＣＥＩＮＢＡＹＥＳＩＡＮＡＮＡＬＹＳＩＳ￥ＳＨＩＨＪＩＡＮＱＩＮＧＡｂｓｔｒａｃｔ：Ａｇｅｎｅｒａｌｍｅｔｈｏｄｆｏｒａｓｓｅｓｓｉｎｇｌｏｃａｌｉｎｆｌｕｅｎｃｅｏｆｍｉｎｏｒｐｅｒｔｕｒｂａｔｉ...
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| 收稿时间： | 19 February 1991 |
Assessing local prior influence in Bayesian analysis |
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| SHIH JIANQING.ASSESSING LOCAL PRIOR INFLUENCE IN BAYESIAN ANALYSIS[J].Applied Mathematics A Journal of Chinese Universities,1995,10(2):123-132. |
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| Authors: | Shih Jianqing |
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| Institution: | SHIH JIANQING |
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| Abstract: | A general method for assessing local influence of minor perturbations of prior in Bayesian analysis is developed in this paper. U8ing some elementary ideas from differelltial geometryl we provide a unified approach for handling a variety of problexns of local prior influence. AS applications, we discuss the local influence of small perturbstions of normal-gamma prior density in linear model and investigate local prior influence from the predictive view. |
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| Keywords: | Local prior influence curvature Kullback-Leibler divergence Fisher information normal-gamma prior predictive distribution |
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