A Note on Bounded Influence in Bayesian Analysis
本文在Dawid(1973)定理基础上,研究了位置参数问题中先验和似然对后验矩有界但非零影响的条件,并给出例子。
Let χ be a single observation from a distribution having unknown location parameter θ. Dawid (1973) provided sufficient conditions for the posterior distribution of θ to approach the prior distribution as χ tends to infinity, so that an outlier has bounded and vanishing influence on the posterior distribution. We present a result closely related to Dawid's theorem. This enables us to consider priors and likelihoods for the location problem which have bounded but nonvanishing influence on posterior moments. Examples are given.