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Effective sample size for a mixture prior

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  • Egidi, Leonardo

Abstract

Mixture prior distributions are much used in statistical applications, such as clinical trials, especially to avoid prior-data conflicts. We explicitly prove that the effective sample size (ESS) of a mixture prior rarely exceeds the ESS of any individual mixture component density of the prior.

Suggested Citation

  • Egidi, Leonardo, 2022. "Effective sample size for a mixture prior," Statistics & Probability Letters, Elsevier, vol. 183(C).
    • Handle: RePEc:eee:stapro:v:183:y:2022:i:c:s0167715221002856
    DOI: 10.1016/j.spl.2021.109335
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    References listed on IDEAS

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    1. Heinz Schmidli & Sandro Gsteiger & Satrajit Roychoudhury & Anthony O'Hagan & David Spiegelhalter & Beat Neuenschwander, 2014. "Robust meta-analytic-predictive priors in clinical trials with historical control information," Biometrics, The International Biometric Society, vol. 70(4), pages 1023-1032, December.
    2. Satoshi Morita & Peter F. Thall & Peter Müller, 2008. "Determining the Effective Sample Size of a Parametric Prior," Biometrics, The International Biometric Society, vol. 64(2), pages 595-602, June.
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