Objective Priors: A Selective
Review
The paper discusses some of the criteria used in the selection of `objective'
priors. The emphasis is on a general class of divergence priors as well as
matching priors. Under these two general criteria, I will be able to find some
priors different from Jeffreys' prior even in the
one-parameter case without any nuisance parameters. I will mention two useful
tools which are used in the development of these general classes of priors.
These tools are also useful in certain frequentist
calculations which I will point out.