Statistics with improper posteriors

Authors Gunnar Taraldsen, Jarle Tufto, Bo Henry Lindqvist

Publication date 4 December 2018

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10)

Abstract: In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated by the need to include unbounded measures. We introduce a general concept of conditional probability in Renyi spaces. In this theory improper priors are allowed, and the resulting posteriors can also be improper.

This page was built for publication: Statistics with improper posteriors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6310679)