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August 2011 Weak Informativity and the Information in One Prior Relative to Another
Michael Evans, Gun Ho Jang
Statist. Sci. 26(3): 423-439 (August 2011). DOI: 10.1214/11-STS357


A question of some interest is how to characterize the amount of information that a prior puts into a statistical analysis. Rather than a general characterization, we provide an approach to characterizing the amount of information a prior puts into an analysis, when compared to another base prior. The base prior is considered to be the prior that best reflects the current available information. Our purpose then is to characterize priors that can be used as conservative inputs to an analysis relative to the base prior. The characterization that we provide is in terms of a priori measures of prior-data conflict.


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Michael Evans. Gun Ho Jang. "Weak Informativity and the Information in One Prior Relative to Another." Statist. Sci. 26 (3) 423 - 439, August 2011.


Published: August 2011
First available in Project Euclid: 31 October 2011

zbMATH: 1246.62007
MathSciNet: MR2917964
Digital Object Identifier: 10.1214/11-STS357

Rights: Copyright © 2011 Institute of Mathematical Statistics


Vol.26 • No. 3 • August 2011
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