On a property of a non–local moment prior

Stephen G. Walker

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 11, 3799-3805

Abstract: The paper provides objective motivation for the class of non–local moment prior, introduced for the purposes of Bayesian hypothesis testing using Bayes factors. The motivation is that it minimizes Fisher information among a large class of density. Being a minimizer of some measure of information is an important feature so that the test, even within a Bayesian framework, has an objective criterion.

Date: 2022
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DOI: 10.1080/03610926.2020.1804590

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