Published

2013-07-01

Laplace priori versus Jeffreys priori: which one?

A priori de Laplace versus a priori de Jeffreys: ¿cuál?

Keywords:

Priori distributions, Bayesian analysis (en)
Distribuciones a priori, análisis Bayesiano (es)

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Authors

  • Juan Carlos Correa Morales Universidad Nacional de Colombia. Sede Medellín
  • Marisol Valencia Cárdenas Universidad Nacional de Colombia
A process to select a non-informative prior distribution makes the user to be faced to several possibilities and he/she thinks that only under some theoretical conditions one could be considered better than other, but in the applied problem this becomes irrelevant. We provide three basic examples that show that the choice is important and it depends on the underlying sample distributions, but also, on parameter values.

Un proceso para seleccionar una distribución a priori no informativa hace que el usuario se enfrente a varias posibilidades y que él/ella piense que sólo bajo ciertas condiciones teóricas una de estas podría ser considerada mejor que las otras, pero en el problema presentado ésto se vuelve irrelevante. Ofrecemos tres ejemplos básicos que muestran que la elección es importante y depende de las distribuciones muestrales subyacentes, pero también, en los valores de los parámetros.

References

Berger, M.; Bernardo, A. Y. (1992), On the development of reference priors. Bayesian Statistics, 4, 35-60.

Gelman, A. (2009), Bayes, Jeffreys, Prior Distributions and the Philosophy of Statistics. Statistical Science, 24(2), 176-178.

Gill, J. (2002), Bayesian Methods- A social and Behavioral Sciences Approach. Chapman and Hall/CRC, U.S.A., 459 p.

Kass, R. E.; Wasserman, L. (1996), The Selection Prior Distributions by Formal Rules. Journal of the American Statistical Association, 91(435), 1343-1370.

Novick, M. R.; Hall, W. J. (1969), A bayesian indierence procedure. Journal of the American Statistical Association, 60(312), 1104-1117.

Tuyl, F.; Gerlach, R.; Mengersen, K. (2009), Posterior predictive arguments in favor of the Bayes-Laplace prior as the consensus prior for binomial and multinomial parameters. Bayesian Analysis, 4(1), 151-158.

Zhu, M.; Lu, A. Y. (2004), The Counter-intuitive Non-informative Prior for the Bernoulli Family. Journal of Statistics Education, 12(2), 1-10.

How to Cite

APA

Correa Morales, J. C. and Valencia Cárdenas, M. (2013). Laplace priori versus Jeffreys priori: which one?. Revista de la Facultad de Ciencias, 2(2), 38–42. https://revistas.unal.edu.co/index.php/rfc/article/view/49220

ACM

[1]
Correa Morales, J.C. and Valencia Cárdenas, M. 2013. Laplace priori versus Jeffreys priori: which one?. Revista de la Facultad de Ciencias. 2, 2 (Jul. 2013), 38–42.

ACS

(1)
Correa Morales, J. C.; Valencia Cárdenas, M. Laplace priori versus Jeffreys priori: which one?. Rev. Fac. Cienc. 2013, 2, 38-42.

ABNT

CORREA MORALES, J. C.; VALENCIA CÁRDENAS, M. Laplace priori versus Jeffreys priori: which one?. Revista de la Facultad de Ciencias, [S. l.], v. 2, n. 2, p. 38–42, 2013. Disponível em: https://revistas.unal.edu.co/index.php/rfc/article/view/49220. Acesso em: 13 mar. 2025.

Chicago

Correa Morales, Juan Carlos, and Marisol Valencia Cárdenas. 2013. “Laplace priori versus Jeffreys priori: which one?”. Revista De La Facultad De Ciencias 2 (2):38-42. https://revistas.unal.edu.co/index.php/rfc/article/view/49220.

Harvard

Correa Morales, J. C. and Valencia Cárdenas, M. (2013) “Laplace priori versus Jeffreys priori: which one?”, Revista de la Facultad de Ciencias, 2(2), pp. 38–42. Available at: https://revistas.unal.edu.co/index.php/rfc/article/view/49220 (Accessed: 13 March 2025).

IEEE

[1]
J. C. Correa Morales and M. Valencia Cárdenas, “Laplace priori versus Jeffreys priori: which one?”, Rev. Fac. Cienc., vol. 2, no. 2, pp. 38–42, Jul. 2013.

MLA

Correa Morales, J. C., and M. Valencia Cárdenas. “Laplace priori versus Jeffreys priori: which one?”. Revista de la Facultad de Ciencias, vol. 2, no. 2, July 2013, pp. 38-42, https://revistas.unal.edu.co/index.php/rfc/article/view/49220.

Turabian

Correa Morales, Juan Carlos, and Marisol Valencia Cárdenas. “Laplace priori versus Jeffreys priori: which one?”. Revista de la Facultad de Ciencias 2, no. 2 (July 1, 2013): 38–42. Accessed March 13, 2025. https://revistas.unal.edu.co/index.php/rfc/article/view/49220.

Vancouver

1.
Correa Morales JC, Valencia Cárdenas M. Laplace priori versus Jeffreys priori: which one?. Rev. Fac. Cienc. [Internet]. 2013 Jul. 1 [cited 2025 Mar. 13];2(2):38-42. Available from: https://revistas.unal.edu.co/index.php/rfc/article/view/49220

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