COHERENT INFERENCES AND IMPROPER PRIORS

• 成果类型: Article
• 署名作者: BERTI, P; RIGO, P
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176325624
• 发表日期: 1994
• 页码: 1177-1194
• 关键词: finitely additive priors; statistical-inference

摘要

Formal posteriors for improper priors are investigated in connection with coherence, both in the sense of Regazzini and of Heath and Sudderth. Those priors pi which are linked with the improper prior gamma by the relation pi(B) = 0 whenever gamma(B) < +infinity are studied in particular. Moreover, a characterization of the inferences which are coherent according to Heath and Sudderth is found, and several examples, exhibiting several phenomena, are given.