A Bayesian Look at Nonidentifiability: A Simple Example

作者：Wechsler Sergio^*; Izbicki Rafael; Esteves Luis Gustavo

来源：American Statistician, 2013, 67(2): 90-93.

DOI：10.1080/00031305.2013.778787

• Bayesian operation
• Classical procedures
• Identifiability
• Informativeness
• Likelihood function
• Parameter space

This article discusses the concept of identifiability in simple probability calculus. Emphasis is given to Bayesian solutions. In particular, we compare Bayes and maximum likelihood estimators. We advocate adoption of informative prior probabilities for the Bayesian operation in place of diffuse or reference priors. We also discuss the concept of identifying functions.

• 出版日期2013-5