Regularity Conditions for Exact Credibility.
Abstract
In a previous article, it was stated incorrectly that the Bayesian forecasting credibility formula was exact for all simple exponential families with their natural conjugate priors. The purpose of this note is to clarify the conditions under which it is true.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1974
- Accession Number
- AD0787083
Entities
People
- William S. Jewell
Organizations
- University of California, Berkeley