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Posterior distribution for negative binomial parameter p using a group invariant prior

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  • Heller, B.
  • Wang, M.

Abstract

We obtain a noninformative prior measure for the p parameter of the negative binomial distribution by use of a group theoretic method. Heretofore, group theoretic inference methods have not been applicable in the case of discrete distributions. A linear representation of a group leads to quantities whose squared moduli constitute the probability distribution. The group invariant measure yields prior measure dp/p2.

Suggested Citation

  • Heller, B. & Wang, M., 2007. "Posterior distribution for negative binomial parameter p using a group invariant prior," Statistics & Probability Letters, Elsevier, vol. 77(15), pages 1542-1548, September.
  • Handle: RePEc:eee:stapro:v:77:y:2007:i:15:p:1542-1548
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    References listed on IDEAS

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    1. Ole E. Barndorff‐Nielsen & Richard D. Gill & Peter E. Jupp, 2003. "On quantum statistical inference," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(4), pages 775-804, November.
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