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June, 1989 Coherent Inference from Improper Priors and from Finitely Additive Priors
David Heath, William Sudderth
Ann. Statist. 17(2): 907-919 (June, 1989). DOI: 10.1214/aos/1176347150

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.

Citation

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David Heath. William Sudderth. "Coherent Inference from Improper Priors and from Finitely Additive Priors." Ann. Statist. 17 (2) 907 - 919, June, 1989. https://doi.org/10.1214/aos/1176347150

Information

Published: June, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0687.62003
MathSciNet: MR994275
Digital Object Identifier: 10.1214/aos/1176347150

Subjects:
Primary: 62A15
Secondary: 60A05

Keywords: Bayesian inference , Coherence , finite additivity , improper priors

Rights: Copyright © 1989 Institute of Mathematical Statistics

Vol.17 • No. 2 • June, 1989
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