Coherent Inferences and Improper Priors
Berti, Patrizia ; Rigo, Pietro
Ann. Statist., Tome 22 (1994) no. 1, p. 1177-1194 / Harvested from Project Euclid
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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 $\gamma(B) < +\infty$ 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.
Publié le : 1994-09-14
Classification:  Bayesian inference,  coherence,  finite additivity,  improper priors,  62A15,  60A05 
@article{1176325624,
     author = {Berti, Patrizia and Rigo, Pietro},
     title = {Coherent Inferences and Improper Priors},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 1177-1194},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325624}
}

Berti, Patrizia; Rigo, Pietro. Coherent Inferences and Improper Priors. Ann. Statist., Tome 22 (1994) no. 1, pp.  1177-1194. http://gdmltest.u-ga.fr/item/1176325624/