2008
DOI: 10.1198/000313008x267839
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A Comparison of Bayes–Laplace, Jeffreys, and Other Priors

Abstract: Beta distributions with both parameters equal to 0, 1 2 , or 1 are the usual choices for "noninformative" priors for Bayesian estimation of the binomial parameter. However, as illustrated by two examples from the Bayesian literature, care needs to be taken with parameter values below 1, both for noninformative and informative priors, as such priors concentrate their mass close to 0 and/or 1 and can suppress the importance of the observed data. These examples concern the case of no successes (or failures) and i… Show more

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Cited by 70 publications
(49 citation statements)
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“…This could be the reason behind why the uniform or Bayes-Laplace prior appears preferable, as a representation of prior ignorance and thus for the purpose of scientific communication and sensitivity analysis, to the reference/Jeffreys prior Be(θ | 1/2, 1/2). This can be most easily shown by considering x = 0 (x = n) (Tuyl et al 2008). As a related illustration, consider the Bayesian Rule of Three which states that, based on x = 0 and an informative prior Be(θ | 1, b) (b > 1), the 95% one-sided upper credible limit may be approximated by 3/(n + b) when n is large (Jovanovic and Levy, 1997).…”
Section: Jan Sprenger (Tilburg University the Netherlands)mentioning
confidence: 99%
“…This could be the reason behind why the uniform or Bayes-Laplace prior appears preferable, as a representation of prior ignorance and thus for the purpose of scientific communication and sensitivity analysis, to the reference/Jeffreys prior Be(θ | 1/2, 1/2). This can be most easily shown by considering x = 0 (x = n) (Tuyl et al 2008). As a related illustration, consider the Bayesian Rule of Three which states that, based on x = 0 and an informative prior Be(θ | 1, b) (b > 1), the 95% one-sided upper credible limit may be approximated by 3/(n + b) when n is large (Jovanovic and Levy, 1997).…”
Section: Jan Sprenger (Tilburg University the Netherlands)mentioning
confidence: 99%
“…Bayesian models may offer an instructive approach to estimate rates in the zero-event situation. Geisser (1984) and Tuyl, Gerlach, and Mengersen (2008) have suggested the use of the Bayes-Laplace prior beta (1,1) as noninformative prior in the zero event situation, whereas Kerman (2011) finds argument for a neutral prior beta (1/3,1/3) in the rare event setting. Alternatively, Chen and McGee (2008) examined different Bayesian hierarchical models, and reported consistent results with the Bayes-Laplace estimate, regardless of choice of hyperprior distributions.…”
Section: Zero-event Situation: the Rule Ofmentioning
confidence: 97%
“…Tuyl, Gerlach, and Mengerson [14] recommended the B-L prior as a consensus prior when x=0 is observed, and this approach yields the following 100 (1-α)% upper confidence limit:…”
Section: Bayes-laplace Hpd Intervalmentioning
confidence: 99%
“…Observing X=0 in a binomial sample lends itself to the Bayesian approach since one can condition on the observed data, and several authors have considered this approach [13][14][15][16]. In the present article, we approach the problem from a frequentist point of view; however, we also include a Bayesian approach for comparison purposes.…”
Section: Introductionmentioning
confidence: 99%