Abstract
Jorgensen (The Theory of Exponential Dispersion Models and Analysis of Deviance, Instituto de Mathematica Pura e Aplicada, Rio de Janerio (1992)) introduced a general class of probability models, and named the same as dispersion models. Garvan and Ghosh (1997, Biometrika, 84, 976-982) developed first- and second-order probability matching priors for two parameter dispersion models. We examine in this paper the propriety of posteriors under these priors, and other noninformative priors including Jeffreys' and reference priors. Also, we illustrate the Bayesian methods with real and simulated data.
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