Quantification of the impact of priors in Bayesian statistics via Stein’s Method

Fatemeh Ghaderinezhad and Christophe Ley

Statistics & Probability Letters, 2019, vol. 146, issue C, 206-212

Abstract: We compare two distinct non-uniform choices of prior distributions by quantifying the Wasserstein distance between the respective resulting posterior distributions at any fixed sample size by means of Stein’s Method. We illustrate this measure of the prior impact on the normal, Binomial and Poisson models.

Keywords: Conjugate prior; Jeffreys’ prior; Stein’s Method; Wasserstein distance (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.11.012

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