Timeline for How to select hyperprior distribution for Beta distribution parameter?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Oct 31, 2017 at 1:02 | history | edited | amoeba |
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| Feb 8, 2015 at 21:38 | comment | added | Glen_b | Take a look here | |
| Feb 8, 2015 at 19:02 | vote | accept | Spandyie | ||
| Feb 8, 2015 at 18:36 | comment | added | Spandyie | @Glen_b Yes sir, I am seeking what conjugate hyper-prior distribution I should be using for $\alpha$ and $\beta$ if I have some prior information about $\theta$ ? | |
| Feb 8, 2015 at 18:10 | answer | added | Kodiologist | timeline score: 2 | |
| Feb 8, 2015 at 9:21 | comment | added | Xi'an | If you think $(0.45,0.55)$ corresponds to a prior credible interval with a certain coverage, like $0.95$, and add that your prior mean is $0.5$, then there exists a single Beta distribution that fits this prior. See, e.g., my former PhD student's paper, [Dupuis (1995)](biomet.oxfordjournals.org/content/82/4/761.full.pdf). | |
| Feb 8, 2015 at 6:53 | comment | added | Glen_b | Are you seeking a conjugate prior or are you just after general advice about formulating your prior information into a prior distribution? | |
| Feb 8, 2015 at 1:15 | history | asked | Spandyie | CC BY-SA 3.0 |