摘要
对"杰弗里原则"的提出及其影响做了介绍。第一节是杰弗里生平,介绍他在物理学及统计学方面取得的成就;第二节介绍以他姓氏命名的"杰弗里原则",这是对选择先验概率的"贝叶斯法则"的重大修正;第三节介绍基于"杰弗里先验"的"信息守恒原则",此原则对当代贝叶斯计量经济学有重大影响。
This paper makes a fairly comprehensive introduction to Harold Jeffreys′principle and its positive influence upon econometrics.It consists of three parts.Part one gives a fairly thorough account of his scientific achievements in the fields of mathematics,physics,etc,with an emphasis on his statistical work and the significance of his receiving the Guy golden medal in 1962.Part two shows his correction of Bayes＇ philosophy about selecting the prior probability distribution for some theoretical studies.Part three introduces Zellner＇s principle of conservation of information,which plays an important role in modern econometrics.
出处
《统计与信息论坛》
CSSCI
北大核心
2015年第12期89-94,共6页
Journal of Statistics and Information
基金
2012年度全国统计科研计划重点项目<哈罗德.杰弗里统计思想研究>(2012LZ038)
关键词
盖伊金奖
杰弗里原则
信息守恒原则
the Guy golden medal
Jeffreys＇ principle
principle of conservation of information
