Open Access
March 2014 Comment on Article by Rubio and Steel
Robert E. Weiss, Marc A. Suchard
Bayesian Anal. 9(1): 29-38 (March 2014). DOI: 10.1214/13-BA870

Abstract

We discuss Rubio and Steel (2014). We discuss whether Jeffreys priors are worth the attention given to them, then move on to discuss the concepts of valid Bayesian inference and benchmark Bayesian inference. We briefly investigate the skew-normal and skew-t(4) models for variables in the Australian Institute of Sport (AIS) data to investigate the range of estimates that occur for the skewness parameter. The discussion closes by wondering whether we shouldn’t just use a Dirichlet Process Mixture instead of a skew-normal or skew-t.

Citation

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Robert E. Weiss. Marc A. Suchard. "Comment on Article by Rubio and Steel." Bayesian Anal. 9 (1) 29 - 38, March 2014. https://doi.org/10.1214/13-BA870

Information

Published: March 2014
First available in Project Euclid: 24 February 2014

zbMATH: 1327.62169
MathSciNet: MR3188296
Digital Object Identifier: 10.1214/13-BA870

Keywords: Benchmark Bayesian inference , Jeffreys prior , skew normal , Split normal , Valid Bayesian inference

Rights: Copyright © 2014 International Society for Bayesian Analysis

Vol.9 • No. 1 • March 2014
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