Approximation of improper priors

DOI10.3150/15-BEJ708zbMath1361.60006arXiv1311.1067MaRDI QIDQ282558

Christele Bioche, Pierre Druilhet

Publication date: 12 May 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.1067

zbMATH Keywords

non-informative priorsconjugate priorsJeffreys priorJeffreys-Lindley paradoxapproximation of improper priorsconvergence of priorvague priors

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Convergence of probability measures (60B10)

Related Items (4)

Improper versus finitely additive distributions as limits of countably additive probabilities ⋮ On the proper treatment of improper distributions ⋮ On the Flatland paradox and limiting arguments ⋮ Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?

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