๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution

โœ Scribed by John L. Maryak; James C. Spall

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
356 KB
Volume
5
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

On the Greatest Class of Conjugate Prior
On the Greatest Class of Conjugate Priors and Sensitivity of Multivariate Normal Posterior Distributions
โœ W. Bischoff ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 334 KB

When samples are taken from a (multivariate) normal distribution then under suitable conditions we characterize the greatest class of priors such that the posterior distribution is also (multivariate) normal. In this case exact formulas are given showing how the mean and covariance matrix of the pos

On the overall sensitivity of the poster
On the overall sensitivity of the posterior distribution to its inputs
โœ Bertrand Clarke; Paul Gustafson ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 112 KB

In a parametric Bayesian analysis, the posterior distribution of the parameter is determined by three inputs: the prior distribution of the parameter, the model distribution of the data given the parameter, and the data themselves. Working in the framework of two particular families of parametric mo