Optimal Robustness Results for Some Bayesian Procedures and the Relationship to Prior-Data Conflict

Autor:	Al-Labadi, Luai, Evans, Michael
Rok vydání:	2015
Předmět:	Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	The robustness to the prior of Bayesian inference procedures based on a measure of statistical evidence are considered. These inferences are shown to have optimal properties with respect to robustness. Furthermore, a connection between robustness and prior-data conflict is established. In particular, the inferences are shown to be effectively robust when the choice of prior does not lead to prior-data conflict. When there is prior-data conflict, however, robustness may fail to hold.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1504.06898 Zobrazit plný text záznamu View this record from Arxiv