Some aspects of matching priors

Nancy M. Reid, Rahul Mukerjee, D. A. S. Fraser · Lecture notes-monograph series · 2003

Priors for which Bayesian and frequentist inference agree, at least to some order of approximation, are called ’matching priors’, and have been proposed as candidates for noninformative priors in Bayesian inference. We give an overview of the original work of Welch and Peers and some more recent developments. 1

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