Influence of the prior distribution on the risk of the Bayes rule

DOI10.1007/BF01046769MaRDI QIDQ1209208zbMATH OpenFDO

Authors Andrew L. Rukhin

Publication date 16 May 1993

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01046769

zbMATH Keywords

Bayes ruleconvexitydirectional derivativefrequentist riskpeakednessrisk influence functionunimodal prior distributions

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10)

Review text

The risk influence function is defined and studied. The relationship between unimodal prior distributions and the shape of the frequentist risk is examined.

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Cites work

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Cited in

(1)

• Observations on the effect of the prior distribution on the predictive distribution in Bayesian inferences

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