Noninformative Priors for Multivariate Linear Calibration

Author： Yin M.

ISSN： 0047-259X

Source： Journal of Multivariate Analysis, Vol.73, Iss.2, 2000-05, pp. : 221-240

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Abstract

This paper derives a class of first order probability matching priors and a complete catalog of the reference priors for the general multivariate linear calibration problem. In an important special case, a complete characterization of first order probability matching priors is given, and a fairly general class of second order probability matching priors is also provided. Orthogonal transformations (1987, D. R. Cox and N. Reid, J. Roy. Statist. Soc. Ser. B 49, 1–18) are found to facilitate the derivations. It turns out that under orthogonal parameterization, reference priors (including Jeffreys' prior) are first order probability matching priors for unidimensional multivariate linear calibration. Also, in univariate linear calibration, the prior of W. G. Hunter and W. F. Lamboy (1981, Technometrics 23, 323–350) is a second order probability matching prior. Copyright 2000 Academic Press.