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An analytic example of latent information prior

Statistics Theory 2014-10-14 v1 Statistics Theory

Abstract

Recently Komaki proposed latent information priors as an objective prior. In this short article, we consider the one-step ahead prediction based on one-sample under the binomial model. In this specific case, the latent information prior is derived analytically and shown to be a discrete prior. It verifies the numerical result by Komaki. As a by-product, we obtain the minimal complete class, the minimax predictive distribution.

Keywords

Cite

@article{arxiv.1410.2961,
  title  = {An analytic example of latent information prior},
  author = {Fuyuhiko Tanaka},
  journal= {arXiv preprint arXiv:1410.2961},
  year   = {2014}
}

Comments

8 pages

R2 v1 2026-06-22T06:20:12.844Z