Full paper in PDF:
$% E. Gómez Sánchez-Manzano and M. A. Gómez-Villegas, Three methods for constructing reference prior distributions, Rev. Mat. Univ. Complut. Madrid 3 (1990), no. 2, 3, 153–162.%$

Three Methods for Constructing Reference Prior Distributions

Eusebio GÓMEZ SÁNCHEZ-MANZANO and Miguel A. GÓMEZ-VILLEGAS
Departamento de Estadística
Facultad de Ciencias
Universidad Complutense de Madrid
28040 Madrid — Spain

Received: March 14, 1989
 
ABSTRACT

Three methods are proposed for constructing reference prior densities for certain biparametric distribution families. These densities represent approximations to the Bayesian concept of noninformative distribution.

1980 Mathematics Subject Classification (1985 revision): 62C10.