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