A class of proper priors for Bayesian simultaneous prediction of independent Poisson observables |
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| Authors: | Fumiyasu Komaki |
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| Affiliation: | Department of Mathematical Informatics, Graduate School of Information Science and Technology, the University of Tokyo 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656, Japan |
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| Abstract: | Simultaneous prediction and parameter inference for the independent Poisson observables model are considered. A class of proper prior distributions for Poisson means is introduced. Bayesian predictive densities and estimators based on priors in the introduced class dominate the Bayesian predictive density and estimator based on the Jeffreys prior under Kullback-Leibler loss. |
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| Keywords: | 62F15 62C10 |
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