POSTERIOR RANGES OF FUNCTIONS OF PARAMETERS UNDER PRIORS WITH SPECIFIED QUANTILES

被引：9

作者：

RUGGERI, F

机构：

[1] Consiglio Nazionale delle Ricerche, Istituto per le Applicazioni della Matematica e dell’Informatica, Via A.M Ampere 56 1-20131, Milano

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1990年 / 19卷 / 01期

关键词：

Bayesian robustness; functions of parameters; posterior ranges of; prior quantiles;

D O I：

10.1080/03610929008830192

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Suppose some quantiles of the prior distribution of a nonnegative parameter 0 are specified. Instead of eliciting just one prior density function, consider the class Γ of all the density functions compatible with the quantile specification. Given a likelihood function, find the posterior upper and lower bounds for the expected value of any real-valued function h(θ), as the density varies in Γ Such a scheme agrees with a robust Bayesian viewpoint. © 1990, Taylor & Francis Group, LLC. All rights reserved.

引用

页码：127 / 144

页数：18

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