Mixture prior distributions are much used in statistical applications, such as clinical trials, especially to avoid prior-data conflicts. We explicitly prove that the effective sample size (ESS) of a mixture prior rarely exceeds the ESS of any individual mixture component density of the prior.
Effective sample size for a mixture prior
Egidi, L
2022-01-01
Abstract
Mixture prior distributions are much used in statistical applications, such as clinical trials, especially to avoid prior-data conflicts. We explicitly prove that the effective sample size (ESS) of a mixture prior rarely exceeds the ESS of any individual mixture component density of the prior.File in questo prodotto:
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