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Reference Posterior Distributions for Bayesian Inference

Jose M. Bernardo
Journal of the Royal Statistical Society. Series B (Methodological)
Vol. 41, No. 2 (1979), pp. 113-147
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2985028
Page Count: 35
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Reference Posterior Distributions for Bayesian Inference
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Abstract

A procedure is proposed to derive reference posterior distributions which approximately describe the inferential content of the data without incorporating any other information. More explicitly, operational priors, derived from information-theoretical considerations, are used to obtain reference posteriors which may be expected to approximate the posteriors which would have been obtained with the use of proper priors describing vague initial states of knowledge. The results obtained unify and generalize some previous work and seem to overcome criticisms to which this has been subject.

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