On priors providing frequentist validity of Bayesian inference for multiple parametric functions
使多个参数函数的贝叶斯推断具有频率学有效性的先验
We characterise priors which match, up to O(n−1), the posterior joint cumulative distribution function of multiple parametric functions with the corresponding frequentist cumulative distribution function. This work extends and unifies the work of Ghosh & Mukerjee (1993) and Datta & Ghosh (1995a) on the topic of probability-matching priors. A set of necessary and sufficient conditions is obtained for the above characterisation. Some of these conditions depend only on the…