The Annals of Statistics

A characterization of a neutral to the right prior via an extension of Johnson’s sufficientness postulate

Pietro Muliere and Stephen Walker

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In this paper we present a new characterization and perspective on a neutral to the right prior. This characterization is based on a sequence of predictive laws which provides explicitly the posterior parameters and Bayes estimators for such a prior.

Article information

Ann. Statist., Volume 27, Number 2 (1999), 589-599.

First available in Project Euclid: 5 April 2002

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62A15
Secondary: 62M20: Prediction [See also 60G25]; filtering [See also 60G35, 93E10, 93E11]

Exchangeability neutral to the right process, prediction.


Walker, Stephen; Muliere, Pietro. A characterization of a neutral to the right prior via an extension of Johnson’s sufficientness postulate. Ann. Statist. 27 (1999), no. 2, 589--599. doi:10.1214/aos/1018031208.

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