The exponential rates of convergence of posterior distributions (Q1118928)

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scientific article; zbMATH DE number 4096569
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The exponential rates of convergence of posterior distributions
scientific article; zbMATH DE number 4096569

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    The exponential rates of convergence of posterior distributions (English)
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    1988
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    After the observations were observed, the posterior distribution under mild conditions becomes more concentrated in the neighbourhood of the mode of the posterior distribution as sample size n increases. In this paper, the exponential rate of convergence of posterior distributions around the mode is established by using the generalized Laplace method. An example is also given.
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    f-uniform convergence
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    Q-uniform convergence
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    exponential rate of convergence of posterior distributions around the mode
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    generalized Laplace method
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