A Two-Stage Maximum Entropy Prior of Location Parameter with a Stochastic Multivariate Interval Constraint and Its Properties
This paper proposes a two-stage maximum entropy prior to elicit uncertainty regarding a multivariate interval constraint of the location parameter of a scale mixture of normal model. Using Shannon’s entropy, this study demonstrates how the prior, obtained by using two stages of a prior hierarchy, ap...
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| Format: | Article |
| Language: | English |
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MDPI AG
2016-05-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/18/5/188 |