All Questions
Tagged with prior uninformative-prior
68
questions
2
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28
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Distribution families whose likelihoods integrate to $+\infty$ for some sample values
I've recently started learning about Bayesian statistics, and I came across this very nice answer by Xi'an https://stats.stackexchange.com/a/129908/268693, which [in my slight paraphrasing] says the ...
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1
vote
1
answer
157
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Distribution of the sample variance given that $\sigma^2$ is unknown
By Cochran's theorem, if $y_1,....,y_n\sim\mathcal{N}\left(0,\sigma^2\right)$ independently with a known variance $\sigma^2\in\mathbb{R}_{>0}$, then
\begin{equation}
(n-1)\frac{S^2}{\sigma^2}\sim\...
- 13
6
votes
3
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700
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Bayesian Analysis in the Absence of Prior Information?
I have always wondered - how confident do researchers tend to be in their "prior" information when deciding to create statistical models using a Bayesian Approach vs. a Frequentist Approach?
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2
votes
1
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82
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Bayesian replication, but with new variables
Suppose I have data I've collected containing predictor variables $X_1, X_2$, and $X_3$. I build a main effects statistical model predicting $Y$ from these predictors and estimate the relevant ...
- 619
1
vote
1
answer
107
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Is there any strong argument about objective/non-informative improper prior?
Decades ago improper objective priors - e.g. $\pi(\sigma) \propto \sigma^{-1}, \sigma > 0,$ for a scale parameter - were considered problematic because some authors thought they were leading to the ...
- 51
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27
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Non-informative prior of a geometric distribution [duplicate]
If we are given a standard geometric distribution $(1-p)^{x-1} p$, with $0<p<1$ what would be a suitable non-informative prior for this?
4
votes
2
answers
1k
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Informative priors for standard deviation (or variance)
Suppose I want to perform Bayesian estimation of the mean $\mu$ and standard deviation $\sigma$ of a Gaussian distribution. Is there a standard way to specify an informative prior over $\sigma$, ...
- 350
13
votes
2
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2k
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In Bayesian models, can you use Uniform(-inf, inf) as a prior?
In Bayesian models, can you use Uniform(-inf, inf) as a prior?
I ask because in an class, we looked at MH MCMC sampler, and showed that to sample from a distribution, we need not explicitly solve for ...
- 3,382
1
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0
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83
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Literature on Noninformative Priors for GPD
I am starting to do some work using the Generalized Pareto Distribution (GPD), and was hoping someone might be able to point me in the direction of literature (or just general recommendations) on ...
- 69
4
votes
4
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688
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Is it really worth doing Bayesian Analysis if you have no idea about Priors? [duplicate]
I have heard that if you use uniform priors in Bayesian Analysis, it is the same as doing Frequentist Analysis. If you are creating statistical models and you really have no idea about the prior ...
1
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0
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3k
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How does one place an uninformative prior on a Gamma Distribution?
I'd like to choose an uninformative prior for the scale and shape parameters of the Gamma distribution. Any help and suggestions will be appreciated.
- 642
5
votes
1
answer
123
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Numbers of draws on a modified Bernouilli process
Here is the setup:
Bob runs an experiment: he flips a coin N times (between 0 and +$\infty$). The coin has a probability p of landing on heads. Bob starts with zero points. For each head, Bob scores a ...
- 371
2
votes
0
answers
286
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Choosing reasonable priors for Poisson GLMM
I am using the package brms in R to fit a generalized linear mixed model using a Poisson distribution with log link.
The model takes count data that ranges from 0 ...
- 71
3
votes
2
answers
2k
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What is a non-informative choice of parameters for a Dirichlet distribution?
Dirichlet distribution is a conjugate prior for multinomial distribution. I want to impose a non-informative prior over sampling weights $\pi$ for a draw $x=(x_1,…,x_N)$ from a multinomial ...
- 655
2
votes
1
answer
538
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How to choose a non-informative or weakly informative hyper priors for my hierarchical bayesian model?
I am learning Bayes on "Applied Bayesian Statistics" by MK Cowles.
The chapter about "Bayesian Hierarchical Models" mentioned an example that we estimate a softball player’s ...
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