THE ESTIMATION OF PRIOR FROM FISHER INFORMATION

作     者：李元章 K.M.LalSaxena 强文久 

作者机构：Department of Mathematics Lanzhou University Lanzhou China Department of Mathematics & Statistics University of Nebraska-Lincoln USA Basic Department People’s Police University of China Beijing 

出 版 物：《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报（英文版）（B辑）)

年 卷 期：1994年第9卷第2期

页      面：109-120页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 0701[理学-数学] 

主　　题：62F15 Divergence, entropy Fisher information prior 

摘      要：In Bayesian analysis, the maximum entropy prior is commonly used. But in some cases, the maximum entropy prior does not exist or has unpleasant jumps, In this paper, Fisher-information is used to measure the divergence and to derive the unknown prior. To a certain degree, this measure overcomes the shortcomings of the maximum entropy. The Fisher prior aways exists and it is continuous under the general requirements.