A class of flat prior distributions for the Poisson‐gamma hierarchical model. (21st March 2019)

• Record Type: Journal Article
• Authors: Schmitt, Fernando O.; Gilardoni, Gustavo L.; Andrade, J.A.A.
• Is Part Of: Statistica Neerlandica. Volume 73:Number 3(2019)
• Page Start: 414
• Page End: 433
• Publication Date: 2019-03-21
• Subjects: existence of posterior moments -- Jeffreys's prior -- negative binomial sampling -- noninformative prior -- proper posterior -- reference prior; Statistics -- Periodicals; 519.5; 314.92
• DOI: 10.1111/stan.12176
• Languages: English
• ISSNs: 0039-0402

Abstract

Abstract : A wide class of prior distributions for the Poisson‐gamma hierarchical model is proposed. Prior distributions in this class carry vague information in the sense that their tails exhibit slow decay. Conditions for the propriety of the resulting posterior density are determined, as well as for the existence of posterior moments of the Poisson rate of either an observed or an unobserved unit.