Wang, Haiying; Sun, Dongchu - In: Statistics & Probability Letters 82 (2012) 12, pp. 2125-2135
In this paper, the reference prior is developed for a truncated model with boundaries of support as two functions of an unknown parameter. It generalizes the result obtained in a recent paper by Berger et al. (2009), in which a rigorous definition of reference priors was proposed and the prior...