The Annals of Statistics

Coherent Inference from Improper Priors and from Finitely Additive Priors

David Heath and William Sudderth

Full-text: Open access

Abstract

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.

Article information

Source
Ann. Statist., Volume 17, Number 2 (1989), 907-919.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176347150

Digital Object Identifier
doi:10.1214/aos/1176347150

Mathematical Reviews number (MathSciNet)
MR994275

Zentralblatt MATH identifier
0687.62003

JSTOR
links.jstor.org

Subjects
Primary: 62A15
Secondary: 60A05: Axioms; other general questions

Keywords
Coherence improper priors finite additivity Bayesian inference

Citation

Heath, David; Sudderth, William. Coherent Inference from Improper Priors and from Finitely Additive Priors. Ann. Statist. 17 (1989), no. 2, 907--919. doi:10.1214/aos/1176347150. https://projecteuclid.org/euclid.aos/1176347150


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