| THE ESTIMATION OF PRIOR FROM FISHER INFORMATION |
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| 作者姓名： | LI YUANZHANG K.M. LAL SAXENA AND QIANG WENJIU |
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| 摘 要： | ＴＨＥＥＳＴＩＭＡＴＩＯＮＯＦＰＲＩＯＲＦＲＯＭＦＩＳＨＥＲＩＮＦＯＲＭＡＴＩＯＮ￥ＬＩＹＵＡＮＺＨＡＮＧ；Ｋ．Ｍ．ＬＡＬＳＡＸＥＮＡＡＮＤＱＩＡＮＧＷＥＮＪＩＵＡｂｓｔｒａｃｔ：ＩｎＢａｙｅｓｉａｎａｎａｌｙｓｉｓ，ｔｈｅｍａｘｉｍｕｍｅｎｔｒｏｐ...
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| 收稿时间： | 13 December 1992 |
The estimation of prior from fisher information |
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| LI YUANZHANG, K.M. LAL SAXENA AND QIANG WENJIU.THE ESTIMATION OF PRIOR FROM FISHER INFORMATION[J].Applied Mathematics A Journal of Chinese Universities,1994,9(2):109-120. |
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| Authors: | Li Yuanzhang K M Lal Saxena and Qiang Wenju |
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| Institution: | LI YUANZHANG; K.M. LAL SAXENA AND QIANG WENJIU |
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| Abstract: | In Bayesian analysis, the maximum entropy prior is commonly used. But in some cases, the maximum entropy prior does not exist or has unpleasant jumps. In this paper, Fisher-information is used to measure the divergence and to derive the unknown prior. To a certain degree, this measure overcomes the shortcomings of the maximum entropy. The Fisher prior always exists and it is continuous under the general requirements. |
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| Keywords: | Divergence entropy Fisher information prior |
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