Coherent inference from improper priors and from finitely additive priors

DOI10.1214/aos/1176347150zbMath0687.62003OpenAlexW1966194531MaRDI QIDQ1263176

William D. Sudderth, David C. Heath

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347150

zbMATH Keywords

coherencestatistical modelcountably additivefinitely additive priorHeath-Sudderth coherenceposterior of an improper priortranslation models

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

Related Items (14)

Convergence in distribution of nonmeasurable random elements. ⋮ Improper priors for translation families ⋮ A frequentist framework of inductive reasoning ⋮ The conflict between improper priors and robustness ⋮ Bayesian estimation versus maximum likelihood estimation in the Weibull-power law process ⋮ On the Flatland paradox and limiting arguments ⋮ On the concepts of admissibility and coherence ⋮ Infinitesimal distributions, improper priors and Bayesian inference ⋮ Dutch book against some `objective' priors ⋮ The formal posterior of a standard flat prior in MANOVA is incoherent ⋮ On the construction of Bayes minimax estimators ⋮ The formal definition of reference priors ⋮ On the existence of inferences which are consistent with a given model ⋮ A notion of conditional probability and some of its consequences

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