𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Infinitesimal Sensitivity of Posterior Distributions

✍ Scribed by Fabrizio Ruggeri and Larry Wasserman


Book ID
115057146
Publisher
John Wiley and Sons
Year
1993
Tongue
French
Weight
560 KB
Volume
21
Category
Article
ISSN
0319-5724

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Stability and infinitesimal robustness o
✍ Sanjib Basu; Sreenivasa Rao Jammalamadaka; Wei Liu πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 116 KB

InΓΏnitesimal sensitivities of the posterior distribution P(β€’|X ) and posterior quantities (P) w.r.t. the choice of the prior P are considered. In a very general setting, the posterior P(β€’|x) and posterior quantities (P) are treated as functions of the prior P on the space M of all probability measur

On the Greatest Class of Conjugate Prior
✍ W. Bischoff πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 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
✍ Bertrand Clarke; Paul Gustafson πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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