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and Pillai Memorial Lecture Friday, May 14, 2004 4:30 PM in MATH 175 Professor James O. Berger The Arts and Sciences Professor of Statistics, Institute of Statistics and Decision Sciences, Duke University and Director, Statistical and Applied Mathematical Sciences Institute will speak on Objective Prior Distributions in Multivariate Normal Settings Abstract In spite of the pervasive use of hierarchical or multilevel linear models in Bayesian analysis, there are not widely accepted objective hyperprior distributions available for their analysis. The difficulty is apparent even with the bivariate normal distribution, for which there exist a host of competing objective priors.
Issues are introduced through a quick look at the bivariate normal
distribution (where there are also interesting historical connections to
fiducial analysis). Then a prototypical hierarchical model is considered
- for which specific posterior propriety, admissibility and
computational results are available - and this will be used to make
general suggestions as to suitable hyperpriors.
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