Asymptotic normality of the posterior distribution for exponential models

DOI10.1214/AOS/1176343011zbMath0302.62008OpenAlexW2065862890MaRDI QIDQ1215992

Bradford R. Crain, Ronnie L. Morgan

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343011

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Bayesian inference (62F15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (5)

On the normality a posteriori for exponential distributions, using the Bayesian estimation ⋮ On fitting a modified limiting normal to the posterior distribution ⋮ Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution ⋮ Weak convergence and the exponential rate of concentration for posterior density functions ⋮ Large sample posterior normality of the population mean

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