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Inference from noninformative ML-II priors

Kopciuszewski P.

Prace Naukowe Instytutu Matematyki i Informatyki Politechniki Częstochowskiej

2004

Vol. 3, nr 1

61--66

The type II maximum likelihood (ML-II) is considered in this paper. The problem of finding the ML-II prior is too complex, in many cases. But we propose some methods of approximation ML-II prior. Both noninformative and informative ML-II priors are considered. If no information is given about unknown prior then we will construct a proper density which is approximately ML-II prior. The theorem which let us approximate ML-II prior belonging to the given class of densities is formulated. The methods of approximation ML-II prior are simply and easy to applied. All required calculations are done by MCMC algorithms.