On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view (Q1962123)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view |
scientific article |
Statements
On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view (English)
0 references
19 July 2001
0 references
The paper presents, from a Bayesian point of view, several results about conditional independence and about its role in analyzing the relations between concepts of sufficiency and concepts of invariance. Some of the given results are, in particular, related with the Bayesian translation of the ``Stein theorem'' [see \textit{W.J. Hall}, \textit{R.A. Wijsman} and \textit{J.K. Ghosh}, Ann. Math. Stat. 36, 575-614 (1965; Zbl 0227.62007)], which gives sufficient conditions under which \({\mathcal A}_S\cap {\mathcal A}_I\) is sufficient for \({\mathcal A}_I\), where \({\mathcal A}_S\) is a sufficient \(\sigma\)-field and \({\mathcal A}_I\) is the \(\sigma\)-field of all events, invariant under the action of a given group \(G\). The paper starts with a brief review about concepts of sufficiency and invariance (both in the classic and Bayesian statistics settings) and ends with some further discussion about the Stein theorem. Some examples of the theory are provided.
0 references
conditional independence
0 references
measurable space
0 references
sufficiency
0 references
invariance
0 references
0 references