On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view

Agustín G. Nogales, José A. Oyola and Paloma Pérez

Statistics & Probability Letters, 2000, vol. 46, issue 1, 75-84

Abstract: The concept of conditional independence is considered in the study of the relationship between sufficiency and invariance under a Bayesian point of view showing, among other results, that the conditional independence of the almost-invariant [sigma]-field and a sufficient [sigma]-field given its intersection is equivalent to its sampling conditional independence. In the Bayesian framework, an improvement upon a well-known and classical result of Stein is obtained.

Keywords: Sufficiency; Invariance; Conditional; independence; Measurable; separability (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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