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A limit result for the prior predictive applied to checking for prior-data conflict

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  • Evans, Michael
  • Jang, Gun Ho

Abstract

We consider checking for prior-data conflict in a Bayesian analysis via a tail probability based on the prior predictive distribution. We establish the appropriateness of this measure in the sense that the limiting value of the tail probability measures the extent to which the true value of the parameter is a surprising value from the prior.

Suggested Citation

  • Evans, Michael & Jang, Gun Ho, 2011. "A limit result for the prior predictive applied to checking for prior-data conflict," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1034-1038, August.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:8:p:1034-1038
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    Cited by:

    1. Luai Al-Labadi, 2021. "The two-sample problem via relative belief ratio," Computational Statistics, Springer, vol. 36(3), pages 1791-1808, September.
    2. Luai Al-Labadi & Zeynep Baskurt & Michael Evans, 2017. "Goodness of fit for the logistic regression model using relative belief," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-12, December.

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