Likelihood and the Bayes procedure.

Akaike, Hirotugu. "Likelihood and the Bayes procedure.." Trabajos de Estadística e Investigación Operativa 31.1 (1980): 143-166. <http://eudml.org/doc/40816>.

@article{Akaike1980,
abstract = {In this paper the likelihood function is considered to be the primary source of the objectivity of a Bayesian method. The necessity of using the expected behaviour of the likelihood function for the choice of the prior distribution is emphasized. Numerical examples, including seasonal adjustment of time series, are given to illustrate the practical utility of the common-sense approach to Bayesian statistics proposed in this paper.},
author = {Akaike, Hirotugu},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Función de probabilidad; Distribuciones a priori; Inferencia bayesiana; AIC; seasonal adjustment; subjective probability; likelihood principle; likelihood function},
language = {eng},
number = {1},
pages = {143-166},
title = {Likelihood and the Bayes procedure.},
url = {http://eudml.org/doc/40816},
volume = {31},
year = {1980},
}

TY - JOUR
AU - Akaike, Hirotugu
TI - Likelihood and the Bayes procedure.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1980
VL - 31
IS - 1
SP - 143
EP - 166
AB - In this paper the likelihood function is considered to be the primary source of the objectivity of a Bayesian method. The necessity of using the expected behaviour of the likelihood function for the choice of the prior distribution is emphasized. Numerical examples, including seasonal adjustment of time series, are given to illustrate the practical utility of the common-sense approach to Bayesian statistics proposed in this paper.
LA - eng
KW - Función de probabilidad; Distribuciones a priori; Inferencia bayesiana; AIC; seasonal adjustment; subjective probability; likelihood principle; likelihood function
UR - http://eudml.org/doc/40816
ER -