All Questions
Tagged with uninformative-prior maximum-likelihood
5 questions
5
votes
1
answer
249
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Analytical expression of the log-likelihood of the Binomial model with unknown $n$ and known $y$ and $p$ and its conjugate prior
I'm trying to derive the MLE and Bayesian posterior for $n$ in the Binomial model, $\mathrm{Binomial}(n, p)$ with known $y$ and $p$. The following questions arise
How to derive analytically the ...
- 173
0
votes
1
answer
399
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Bayes Estimate for Mean Squared Loss in Uniform Prior
Can some one please help me out in Verifying if my prior distribution is uniform then will my Bayes estimate will always be MLE or UMVUE?
If $X_i$ follow iid $N(\theta,1)$ and prior distribution of $\...
3
votes
2
answers
227
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Can an improper prior distribution be informative?
I have just worked through an example where, with an improper prior, the bayesian estimator equals the maximum likelihood estimator, leading me to believe that improper priors are uninformative. But ...
- 1,256
6
votes
2
answers
266
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Properties of MaxEnt posterior distribution for a die with prescribed average
Question: after throwing a die a large number of times and discovering that the average of the outcomes is $4$, what probability distribution one should assign to statements "the next roll will be $i$"...
7
votes
1
answer
586
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Bayesian estimates for Deming regression coinciding with least-squares estimates
Consider the following Deming model with independent replicates :
$$x_{i,j} \mid \theta_{i} \sim {\cal N}(\theta_{i}, \gamma_X^2), \quad
y_{i,j} \mid \theta_{i} \sim {\cal N}(\alpha+\beta\theta_{i}, \...
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