Bayes robustness via the Kolmogorov metric

• Autorzy: Agata Boratyńska , Ryszard Zieliński
• Języki publikacji: EN

Abstrakty

EN

An upper bound for the Kolmogorov distance between the posterior distributions in terms of that between the prior distributions is given. For some likelihood functions the inequality is sharp. Applications to assessing Bayes robustness are presented.

Słowa kluczowe

EN

stability of Bayes procedures; Bayes robustness; Kolmogorov metric

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1993-1995
• Tom: 22
• Numer: 1
• Strony: 139-143

Daty

wydano

1993

otrzymano

1993-7-1

Twórcy

autor

Agata Boratyńska

• Faculty of Mathematics, University of Warsaw, Banacha 2, 02-097 Warszawa, Poland

autor

Ryszard Zieliński

• Institute of Mathematics, polish Academy of Sciences, P.O. Box 137, 00-950 Warszawa, Poland

Bibliografia

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• M. Męczarski and R. Zieliński (1991), Stability of the Bayesian estimator of the Poisson mean under the inexactly specified gamma priors, Statist. Probab. Lett. 12, 329-333
• S. T. Rachev (1991), Probability Metrics and the Stability of Stochastic Models, Wiley, Chichester
• S. Sivaganesan (1988), Ranges of posterior measures for priors with arbitrary contamination, Comm. Statist. Theory Methods 17 (5), 1591-1612
• S. Sivaganesan and J. O. Berger (1989), Ranges of posterior measures for priors with unimodal contaminations, Ann. Statist. 17, 868-889
• V. M. Zolotarev (1986), Contemporary Theory of Summation of Independent Random Variables, Nauka, Moscow (in Russian)