Elicitation, measuring bias, checking for prior-data conflict and inference with a Dirichlet prior

Michael Evans; Irwin Guttman; Peiying Li

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arXiv · 1703.03023

Elicitation, measuring bias, checking for prior-data conflict and inference with a Dirichlet prior

Michael Evans·Irwin Guttman·Peiying Li

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Abstract

Methods are developed for eliciting a Dirichlet prior based upon bounds on the individual probabilities that hold with virtual certainty. This approach to selecting a prior is applied to a contingency table problem where it is demonstrated how to assess the bias in the prior as well as how to check for prior-data conflict. It is shown that the assessment of a hypothesis via relative belief can easily take into account what it means for the falsity of the hypothesis to correspond to a difference of practical importance and provide evidence in favor of a hypothesis.

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Michael Evans, Irwin Guttman, Peiying Li. 2017-03-08. Elicitation, measuring bias, checking for prior-data conflict and inference with a Dirichlet prior. https://arxiv.org/abs/1703.03023

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