1979 / March Volume 6 No.1
Estimation of the prior distribution by best approximation in uniformly convex function spaces
| Published Date |
1979 / March
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| Title | Estimation of the prior distribution by best approximation in uniformly convex function spaces |
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| Abstract | We present a new technique based on some simple
ideas from approximation theory for the solution of the problem of the estimation of the prior distribution. We first give the solution when the posterior density is known, and then when it is unknown but can be estimated. We show how the rate of convergence of the estimators of the prior is related to the rate of convergence of the estimators of the posterior and give a comprehensive example involving a location parameter family of N(O, 1) distributions.
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