期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2010
卷号：72
期号：1
页码：101-118
DOI：10.1007/s13171-010-0001-x
语种：English
出版社：Indian Statistical Institute
摘要：In 1946, Sir Harold Jeffreys introduced a prior distribution whose density is the square root of the determinant of Fisher information. The motivation for suggesting this prior distribution is that the method results in a posterior that is invariant under reparametrization. For invariant statistical models when there is a transitive group action on the parameter space, it is shown that all relatively invariant priors have this “Jeffreys Invariance” property. However, this invariance may not prevail when using a subtle modification suggested by an alternative argument.
关键词：Jeffreys priors ; invariance under reparametrization ; group invariant models and Jeffreys invariance ; coordinate system choices and prior distributions
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