Bayesian inference Flashcards
1
Q
Interpretation of confidence intervals in bayesian inference
A
- The confidence is the probability that the true value of the parameter is contained in the interval.
- In the frequentist perspective the confidence is the probability that this specific interval contains the true value of the parameter. Here the random variable is the interval.
2
Q
Conjugate pairs
A
Both the likelihood and the posterior belong to the same family
3
Q
Consistency of the bayesian estimators
A
4
Q
Conjugate prior
A
A prior is conjugate for a family of distributions if the prior and the posteriors are of the same family
5
Q
Asymptotic normality
A
- Well specified likelihood is needed to coincide with the asymptotic distribution of the ML estimator
6
Q
Jeffrey’s prior
A
7
Q
Kullback leibler
A
8
Q
Consistency of posterior distribution
A
9
Q
Bernstein-von Mises
A
