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
Infinitesimal Sensitivity of Posterior Distributions
β 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
- DOI
- 10.2307/3315811
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π SIMILAR VOLUMES
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
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