## Bayesian Analysis

### Comment on Article by Rubio and Steel

#### 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-$t$.

#### Article information

Source
Bayesian Anal., Volume 9, Number 1 (2014), 29-38.

Dates
First available in Project Euclid: 24 February 2014

https://projecteuclid.org/euclid.ba/1393251767

Digital Object Identifier
doi:10.1214/13-BA870

Mathematical Reviews number (MathSciNet)
MR3188296

Zentralblatt MATH identifier
1327.62169

#### Citation

Weiss, Robert E.; Suchard, Marc A. Comment on Article by Rubio and Steel. Bayesian Anal. 9 (2014), no. 1, 29--38. doi:10.1214/13-BA870. https://projecteuclid.org/euclid.ba/1393251767

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