Effective sample size for a mixture prior

Leonardo Egidi

Statistics & Probability Letters, 2022, vol. 183, issue C

Abstract: Mixture prior distributions are much used in statistical applications, such as clinical trials, especially to avoid prior-data conflicts. We explicitly prove that the effective sample size (ESS) of a mixture prior rarely exceeds the ESS of any individual mixture component density of the prior.

Keywords: Statistical application; Clinical trial; Prior-data conflict (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2021.109335

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