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December, 1983 On Inconsistent Bayes Estimates in the Discrete Case
David Freedman, Persi Diaconis
Ann. Statist. 11(4): 1109-1118 (December, 1983). DOI: 10.1214/aos/1176346325

Abstract

Consider sampling from an unknown probability distribution on the integers. With a tail-free prior, the posterior distribution is consistent. With a mixture of a tail-free prior and a point mass, however, the posterior may be inconsistent. This is likewise true for a countable mixture of tail-free priors. Similar results are given for Dirichlet priors.

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David Freedman. Persi Diaconis. "On Inconsistent Bayes Estimates in the Discrete Case." Ann. Statist. 11 (4) 1109 - 1118, December, 1983. https://doi.org/10.1214/aos/1176346325

Information

Published: December, 1983
First available in Project Euclid: 12 April 2007

zbMATH: 0539.62003
MathSciNet: MR720257
Digital Object Identifier: 10.1214/aos/1176346325

Subjects:
Primary: 62A15
Secondary: 62E20

Keywords: Bayes' rule , Consistent estimators , Dirichlet priors , Inconsistent Bayes estimators , Tail free priors

Rights: Copyright © 1983 Institute of Mathematical Statistics

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Vol.11 • No. 4 • December, 1983
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