Coherent inference from improper priors and from finitely additive priors

DOI10.1214/AOS/1176347150MaRDI QIDQ1263176zbMATH OpenOpenAlexFDO

Authors William D. Sudderth, David Heath

Publication date 1989

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347150

zbMATH Keywords

coherencecountably additivefinitely additive priorHeath-Sudderth coherenceposterior of an improper priorstatistical modeltranslation models

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

Review text

Conditions are given for a posterior of an improper prior (derived according to the authors' peculiar setting for their version of Bayes' theorem) to be coherent. Notice also that their notion of coherence is different from the one given by de Finetti.

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Cited in

(23)

• The formal definition of reference priors
• Coherent statistical inference and Bayes theorem
• Improper priors for translation families
• Dutch book against some `objective' priors
• Coherent inferences and improper priors
• On the construction of Bayes minimax estimators
• Locally coherent rates of exchange
• On the existence of inferences which are consistent with a given model
• Convergence in distribution of nonmeasurable random elements.
• The conflict between improper priors and robustness
• On the concepts of admissibility and coherence
• A frequentist framework of inductive reasoning
• On the use of finitely additive priors for location-scale models
• The formal posterior of a standard flat prior in MANOVA is incoherent
• scientific article; zbMATH DE number 4005319 (Why is no real title available?)
• On the Flatland paradox and limiting arguments
• Infinitesimal distributions, improper priors and Bayesian inference
• scientific article; zbMATH DE number 4188967 (Why is no real title available?)
• Coherent and continuous inference
• Bayesian estimation versus maximum likelihood estimation in the Weibull-power law process
• On Bayes's theorem for improper mixtures
• Unbiased Bayes estimates and improper priors
• A notion of conditional probability and some of its consequences

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