Infinitesimal distributions, improper priors and Bayesian inference

DOI10.1007/s13171-016-0092-0zbMath1358.62031OpenAlexW2533288550MaRDI QIDQ505491

Leendert M. Huisman

Publication date: 25 January 2017

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-016-0092-0

zbMATH Keywords

Bayesian inferenceimproper priorsmarginalization paradoxstrong inconsistency

Mathematics Subject Classification ID

Bayesian inference (62F15) Probability distributions: general theory (60E05)

Related Items (1)

Improper versus finitely additive distributions as limits of countably additive probabilities

Cites Work

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• The formal definition of reference priors
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• Objective priors for the bivariate normal model
• The formal posterior of a standard flat prior in MANOVA is incoherent
• Strong Inconsistency from Uniform Priors
• The Selection of Prior Distributions by Formal Rules
• Necessary and Sufficient Condition for Convergence in Probability to Invariant Posterior Distributions
• Un-Bayesian implications of improper Bayes inference in routine statistical problems
• Conditional Confidence Level Properties

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