Erratum to the paper: a note on reference prior for the scaler skew-normal distribution
Liseo and Loperfido [A note on reference priors for the scalar skew-normal distribution. J Statist Plann Inference. 2006;136(2):373–389] studied some peculiar features of default Bayes analysis of the scalar skew-normal model. In particular, they showed that, by considering the
simplest model with a single unknown parameter λ of skewness, the reference – or Jeffreys’ – prior for this parameter is proper. They proved that tails of Jeffreys’ prior are of order O(λ−3/2). But they made a mistake in their proof.
In this note, we will modify their proof.
Keywords: 62F15; Jeffreys’ prior; fisher information; skew-normal
Document Type: Discussion
Affiliations: Department of Statistics,University of Isfahan, Isfahan, Iran
Publication date: 02 September 2014
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