Cart (Loading....) | Create Account
Close category search window
 

Sensitivity of a Bayesian analysis to the prior distribution

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Hill, S.D. ; Appl. Phys. Lab., Johns Hopkins Univ., Laurel, MD, USA ; Spall, J.C.

Consider the problem of eliciting and specifying a prior probability distribution for a Bayesian analysis. There will generally be some uncertainty in the choice of prior, especially when there is little information from which to construct such a distribution, or when there are several priors elicited, say, from different experts. It is of interest, then, to characterize the sensitivity of a posterior distribution (or posterior mean) to prior. We characterize this sensitivity in terms of bounds on the difference between posterior distributions corresponding to different priors. Further, we illustrate the results on two distinct problems: a) determining least-informative (vague) priors and b) estimating statistical quantiles for a problem in analyzing projectile accuracy

Published in:

Systems, Man and Cybernetics, IEEE Transactions on  (Volume:24 ,  Issue: 2 )

Date of Publication:

Feb 1994

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.