🌙

对异常观测任意敏感的先验和似然

Priors and Likelihoods that are Arbitrarily Sensitive to Outlying Observations

Biometrika · 1994
被引 0
ABS 4

中文导读

研究了当存在极端异常观测时,后验概率对先验和似然函数形式的极端敏感性,给出了使位置参数后验概率趋于零的条件。

Abstract

For location parameters the posterior can be extremely sensitive to the functional forms of the prior and likelihood when there is an extreme outlying observation. Conditions on the prior, likelihood and set are provided such that as one observation goes to infinity the posterior probability that a location parameter is contained in the set goes to zero. This is of particular interest when the set ranges over intervals with a finite upper bound. The conditions for this extreme reaction to an outlying observation cover all Box-Tiao densities with a shape parameter greater than one.

贝叶斯统计稳健统计异常值分析位置参数