In Bayesian probability, the Jeffreys prior, named after Sir Harold Jeffreys, is a non-informative prior distribution for a parameter space; its density...
16 KB (2,564 words) - 03:29, 4 January 2024
Beta distribution (redirect from Beta prior)
probabilities, using the following priors, are such that: mean for Bayes prior > mean for Jeffreys prior > mean for Haldane prior. For s/n > 1/2 the order of...
243 KB (40,369 words) - 03:34, 26 May 2024
reference priors and Jeffreys priors are identical, even though Jeffreys has a very different rationale. Reference priors are often the objective prior of choice...
43 KB (6,690 words) - 10:31, 24 April 2024
information plays a role in the derivation of non-informative prior distributions according to Jeffreys' rule. It also appears as the large-sample covariance...
50 KB (7,562 words) - 14:57, 29 May 2024
Binomial proportion confidence interval (redirect from Jeffreys interval)
{\displaystyle \ p=0.5~.} The Jeffreys interval is the Bayesian credible interval obtained when using the non-informative Jeffreys prior for the binomial proportion...
42 KB (6,185 words) - 16:34, 13 May 2024
Binomial distribution (category Conjugate prior distributions)
in the 18th century by Pierre-Simon Laplace. When relying on Jeffreys prior, the prior is Beta ( α = 1 2 , β = 1 2 ) {\displaystyle \operatorname {Beta}...
51 KB (7,629 words) - 05:17, 31 May 2024
Sir Harold Jeffreys, FRS (22 April 1891 – 18 March 1989) was a British geophysicist who made significant contributions to mathematics and statistics. His...
16 KB (1,414 words) - 09:55, 26 April 2024
Jeffreys is a surname that may refer to the following notable people: Alec Jeffreys (born 1950), British biologist and discoverer of DNA fingerprinting...
2 KB (269 words) - 05:14, 10 December 2023
Exponential distribution (category Conjugate prior distributions)
predictive posterior distribution, obtained using the non-informative Jeffreys prior 1/λ; the Conditional Normalized Maximum Likelihood (CNML) predictive...
42 KB (6,567 words) - 11:02, 26 May 2024
= f ( x / s ) {\displaystyle \mathrm {Pr} (x|s)=f(x/s)} ), with a Jeffreys' prior P r ( s | I ) ∝ 1 / s {\displaystyle \mathrm {Pr} (s|I)\;\propto...
7 KB (818 words) - 17:59, 17 May 2024