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A Note on Priors for the Multinomial Model

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  • Frank Tuyl

Abstract

An “overall objective” prior proposed for the multinomial model is shown to be inadequate in the presence of zero counts. An earlier proposed reference prior for when interest is in a particular category suffers from similar problems. It is argued that there is no need to deviate from the uniform prior proposed by Jeffreys, for which links with a non-Bayesian approach, when prediction is of interest, are shown.

Suggested Citation

  • Frank Tuyl, 2017. "A Note on Priors for the Multinomial Model," The American Statistician, Taylor & Francis Journals, vol. 71(4), pages 298-301, October.
    • Handle: RePEc:taf:amstat:v:71:y:2017:i:4:p:298-301
    DOI: 10.1080/00031305.2016.1222309
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    References listed on IDEAS

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    1. Frank Tuyl & Richard Gerlach & Kerrie Mengersen, 2009. "The Rule of Three, its Variants and Extensions," International Statistical Review, International Statistical Institute, vol. 77(2), pages 266-275, August.
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