Intrinsic Bayesian inference on a Poisson rate and on the ratio of two Poisson rates |
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Authors: | Sté phane Laurent |
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Affiliation: | Université de Strasbourg & CNRS IRMA, UMR 7501, 7 rue René Descartes, 67084 Strasbourg Cedex, France |
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Abstract: | ![]() Our purpose is to explore the intrinsic Bayesian inference on the rate of a Poisson distribution and on the ratio of the rates of two independent Poisson distributions, with the natural conjugate family of priors in the first case and the semi-conjugate family of priors defined by Laurent and Legrand (2011) in the second case. Intrinsic Bayesian inference is derived from the Bayesian decision theory framework based on the intrinsic discrepancy loss function. We cover in particular the case of some objective Bayesian procedures suggested by Bernardo when considering reference priors. |
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Keywords: | Poisson rates Reference priors Intrinsic loss Intrinsic discrepancy Hypothesis testing Semi-conjugate family |
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