The maximal dominated subsets of a statistical experiment

DOI10.1016/S0167-7152(98)00014-5MaRDI QIDQ1273024zbMATH OpenOpenAlexFDO

Authors Claudio Macci

Publication date 20 September 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00014-5

zbMATH Keywords

Bayesian experimentsdomination

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Foundations and philosophical topics in statistics (62A01) Theory of statistical experiments (62B15) Sufficiency and information (62B99)

Review text

A Bayesian experiment consisting of the prior \(\mu\) and the conditional distribution \(P^a\) is called dominated if the corresponding joint distribution is absolutely continuous with respect to the product of the marginal distributions. The author asks for conditions on \(\mu\) which guarantee this property. For this aim \(\mu\) is related to the system \({\mathcal A}^*\) of maximal sets of the parameter space \((A,{\mathcal A})\) defined by \({\mathcal A}^*= \{E \in {\mathcal A},\exists Q_E:P^a\ll Q_E,\;\forall a\in E\}\). Of special importance is whether \(\mu\) is atomic or diffuse.

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(5)

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• scientific article; zbMATH DE number 4066123 (Why is no real title available?)
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