Posterior distribution for negative binomial parameter p using a group invariant prior

B. Heller and M. Wang

Statistics & Probability Letters, 2007, vol. 77, issue 15, 1542-1548

Abstract: We obtain a noninformative prior measure for the p parameter of the negative binomial distribution by use of a group theoretic method. Heretofore, group theoretic inference methods have not been applicable in the case of discrete distributions. A linear representation of a group leads to quantities whose squared moduli constitute the probability distribution. The group invariant measure yields prior measure dp/p2.

Keywords: Statistical; inference; Group; invariant; measure; Noninformative; prior; Bayesian; posterior; distribution; Coherent; states (search for similar items in EconPapers)
Date: 2007
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