A limit result for the prior predictive applied to checking for prior-data conflict

Michael Evans and Gun Ho Jang

Statistics & Probability Letters, 2011, vol. 81, issue 8, 1034-1038

Abstract: We consider checking for prior-data conflict in a Bayesian analysis via a tail probability based on the prior predictive distribution. We establish the appropriateness of this measure in the sense that the limiting value of the tail probability measures the extent to which the true value of the parameter is a surprising value from the prior.

Keywords: Minimal; sufficiency; Prior; predictive; Convergence; Prior-data; conflict (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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