| 利用Fisher信息矩阵确定伽玛分布的无信息先验 |
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| 引用本文： | 梁晓辉. 利用Fisher信息矩阵确定伽玛分布的无信息先验[J]. 新疆师范大学学报(自然科学版), 2007, 26(3): 19-20,23 |
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| 作者姓名： | 梁晓辉 |
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| 作者单位： | 新疆财经学院,应用数学系,新疆,乌鲁木齐,830012 |
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| 摘 要： | 先验分布的选取一直以来是贝叶斯学派研究的重点,尤其是在无先验信息的情况下如何确定先验分布是贝叶斯学派关心的焦点,文章根据Jeffreys提出的利用Fisher信息矩阵确定无信息先验分布的方法,给出伽玛分布在三种情况下的无信息先验.
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| 关 键 词： | 先验分布 Fisher信息矩阵 伽玛分布 |
| 文章编号： | 1008-9659-（2007）-03-019-03 |
| 修稿时间： | 2007-04-11 |
Using Fisher''''s information matrix to confirm Gamma distribution vague prior information |
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| LIANG Xiaohui. Using Fisher''''s information matrix to confirm Gamma distribution vague prior information[J]. Journal of Xinjiang Normal University(Natural Sciences Edition), 2007, 26(3): 19-20,23 |
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| Authors: | LIANG Xiaohui |
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| Affiliation: | Department of Mathematics, Xinjiang institute of Finance and Economics, Urumqi Xinjiang 830012 |
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| Abstract: | Selection of prior distribution is an emphases of Bayes school. Especially, how to give prior distribution on the condition of vague prior information become a focus of Bayes school. This paper is based on Fisher's information matrix to confirm prior distribution given by Jeffreys, and provide three kinds of prior distribution for Gamma distribution. |
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| Keywords: | prior distribution fisher's information matrix gamma distribution |
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