Range of posterior measures for priors with arbitrary contaminations
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 17 (5) , 1591-1612
- https://doi.org/10.1080/03610928808829700
Abstract
The robustness or sensitivity of some posterior criteria to specification of the prior distribution is considered. We model the uncertainties in an elicited prior, π0, by a ∊-contamination class , and consider the case where the class of contaminations Q = {all probability distributions}. The ranges of the posterior mean and the posterior variance, as the prior distribution varies over р, are determined. Examples involving normal and Poisson likelihoods are given.Keywords
This publication has 3 references indexed in Scilit:
- Robust Bayes and Empirical Bayes Analysis with $_\epsilon$-Contaminated PriorsThe Annals of Statistics, 1986
- Statistical Decision Theory and Bayesian AnalysisPublished by Springer Nature ,1985
- The General Moment Problem, A Geometric ApproachThe Annals of Mathematical Statistics, 1968