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September, 1994 Coherent Inferences and Improper Priors
Patrizia Berti, Pietro Rigo
Ann. Statist. 22(3): 1177-1194 (September, 1994). DOI: 10.1214/aos/1176325624

Abstract

Formal posteriors for improper priors are investigated in connection with coherence, both in the sense of Regazzini and of Heath and Sudderth. Those priors $\pi$ which are linked with the improper prior $\gamma$ by the relation $\pi(B) = 0$ whenever $\gamma(B) < +\infty$ are studied in particular. Moreover, a characterization of the inferences which are coherent according to Heath and Sudderth is found, and several examples, exhibiting several phenomena, are given.

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Patrizia Berti. Pietro Rigo. "Coherent Inferences and Improper Priors." Ann. Statist. 22 (3) 1177 - 1194, September, 1994. https://doi.org/10.1214/aos/1176325624

Information

Published: September, 1994
First available in Project Euclid: 11 April 2007

zbMATH: 0827.62003
MathSciNet: MR1311971
Digital Object Identifier: 10.1214/aos/1176325624

Subjects:
Primary: 62A15
Secondary: 60A05

Rights: Copyright © 1994 Institute of Mathematical Statistics

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Vol.22 • No. 3 • September, 1994
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