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Post-data evaluation of prior assessment

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In this paper we present methods to verify whether a prior distribution coincides with a sample or not within Bayes statistics. We present methods to generalize well known classical tests to this problem and construct a new test. An additional method is based on comparison between prior and posterior distribution. We illustrate the theory with applications to the Exponential distribution.

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Schäbe, H. Post-data evaluation of prior assessment. Statistical Papers 34, 339–361 (1993). https://doi.org/10.1007/BF02925553

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  • DOI: https://doi.org/10.1007/BF02925553

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