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Elfadaly, Fadlalla G. and Garthwaite, Paul H.
(2013).
DOI: https://doi.org/10.1007/s11749-013-0336-4
Abstract
This paper addresses the task of eliciting an informative prior distribution for multinomial models. We first introduce a method of eliciting univariate beta distributions for the probability of each category, conditional on the probabilities of other categories. Two different forms of multivariate prior are derived from the elicited beta distributions. First, we determine the hyperparameters of a Dirichlet distribution by reconciling the assessed parameters of the univariate beta conditional distributions. Although the Dirichlet distribution is the standard conjugate prior distribution for multinomial models, it is not flexible enough to represent a broad range of prior information. Second, we use the beta distributions to determine the parameters of a Connor–Mosimann distribution, which is a generalization of a Dirichlet distribution and is also a conjugate prior for multinomial models. It has a larger number of parameters than the standard Dirichlet distribution and hence a more flexible structure. The elicitation methods are designed to be used with the aid of interactive graphical user-friendly software.
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About
- Item ORO ID
- 49484
- Item Type
- Journal Item
- ISSN
- 1863-8260
- Project Funding Details
-
Funded Project Name Project ID Funding Body Not Set Not Set The Open University (OU) - Keywords
- Elicitation method; Prior distribution; Dirichlet distribution; Connor–Mosimann distribution; Multinomial model; Interactive graphical software
- Academic Unit or School
-
Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM) - Copyright Holders
- © 2013 Sociedad de Estadística e Investigación Operativa
- Depositing User
- Fadlalla Elfadaly