Reference Priors for Poisson Processes Involving Nuisance Parameters

Dieter Grientschnig

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 23, 4893-4911

Abstract: A Bayesian reference analysis for determining the posterior distribution of the strength of a radiation source is performed. The only pieces of information available are the numbers of counts gathered in a gross and a background measurement along with the respective counting times and a state-of-knowledge distribution for the efficiency. This situation is addressed by combining the calculations of a “one-at-a-time” reference prior and a reference prior with partial information. The posterior distribution of the source strength obtained with the reference prior leads to credible intervals that have better frequentist coverage than corresponding intervals founded on uniform or Jeffreys’ priors.

Date: 2015
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DOI: 10.1080/03610926.2013.800880

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