关于贝叶斯分析中有界影响的注记

A Note on Bounded Influence in Bayesian Analysis

Biometrika · 1995
被引 1
ABS 4

中文导读

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。

Abstract

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.

贝叶斯统计稳健推断位置参数异常值影响