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Prior Probability Distributions

Bayesian estimation of the parameters in a model, on the basis of experimental data, requires [89,85,52] the explicit statement of prior probability distributions, representing the beliefs that are held about the parameters, before the experimental data are examined. The author has made some remarks about the importance of this requirement elsewhere [10]. The prior probability distributions for this problem are presented in tables 5.6 and 5.7.
\begin{sidewaystable}
% latex2html id marker 6266\begin{tabular}{\vert c\vert ...
... the Null Model, with Their Prior Probability
Distributions}\end{sidewaystable}

\begin{sidewaystable}
% latex2html id marker 6286\begin{tabular}{\vert c\vert ...
... the Main Model, with Their Prior Probability
Distributions}\end{sidewaystable}

Justifications for these prior probability distributions follow.

The parameters are taken, a priori, to be independent. Therefore, the prior probability density of the parameter vector

$\displaystyle \mathbf{Q}$ $\textstyle =$ $\displaystyle (Q_1,Q_2,\ldots{},Q_{47})\protect$  
  $\textstyle =$ $\displaystyle (a,p_{10},\ldots{},p_{17},p_{20},\ldots{},p_{27},\Gamma_0,\ldots{},\Gamma_5,S_0,\ldots{},S_5,\eta_1,\eta_2,\protect$  
    $\displaystyle V_0,\ldots{},V_7,B_0,\ldots{},B_7)$ (5.33)

is
$\displaystyle P(\mathbf{Q}\vert M_n)$ $\textstyle =$ $\displaystyle \prod_{m=1}^{47}P(Q_m\vert M_n)\protect$  
  $\textstyle =$ $\displaystyle P(a\vert M_n)\left(\prod_{i=1}^2\prod_{j=0}^7P(p_{ij}\vert M_n)P(\eta_i\vert M_n)P(V_j\vert M_n)P(B_j\vert M_n)\right)\protect$  
    $\displaystyle \times\left(\prod_{k=0}^5P(\Gamma_k\vert M_n)P(S_k\vert M_n)\right)\textrm{.}$ (5.34)

There are also prior probabilities of each model, with any set of parameter values. These are taken to be

$\displaystyle P(M_N)$ $\textstyle =$ $\displaystyle P(M_M)\protect$  
  $\textstyle =$ $\displaystyle \frac{1}{2}\textrm{.}$ (5.35)


next up previous contents
Next: The Likelihood Up: The Details of the Previous: Standard Probability Distributions   Contents
Daniel Christopher Hatton 2004-11-30