Coherent Inference from Improper Priors and from Finitely Additive Priors
Heath, David ; Sudderth, William
Ann. Statist., Tome 17 (1989) no. 1, p. 907-919 / Harvested from Project Euclid
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Conditions are given for the formal posterior of an improper prior to be coherent and applied to translation models. An example is given of a proper countably additive statistical model and a finitely additive prior for which there is no posterior.
Publié le : 1989-06-14
Classification:  Coherence,  improper priors,  finite additivity,  Bayesian inference,  62A15,  60A05 
@article{1176347150,
     author = {Heath, David and Sudderth, William},
     title = {Coherent Inference from Improper Priors and from Finitely Additive Priors},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 907-919},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347150}
}

Heath, David; Sudderth, William. Coherent Inference from Improper Priors and from Finitely Additive Priors. Ann. Statist., Tome 17 (1989) no. 1, pp.  907-919. http://gdmltest.u-ga.fr/item/1176347150/