Robust Bayesian Analysis with ε-Contaminations Partially Known
研究当先验分布为基先验与未知污染的混合时，仅已知污染分布的部分分位数，如何计算后验均值和后验概率的范围，并给出二元正态似然下的假设检验例子。
SUMMARY Prior distributions of the form π=(1−ϵ)π0+ϵq,π0 being the base elicited prior, q being contamination and ϵ reflecting the amount of error in π0 that is deemed possible, are considered. It is assumed that π0 is completely specified and that only some quantiles of q are known. As π varies over this class, the ranges of the posterior mean and of the posterior probabilities of an arbitrary set are determined. Some examples including hypotheses testing related to a bivariate normal likelihood are given.