A Consistency Theorem for Regular Conditional Distributions

Patrizia Berti and Pietro Rigo
Additional contact information
Patrizia Berti: Department of Mathematics, University of Modena and Reggio Emilia
Pietro Rigo: Department of Economics and Quantitative Methods, University of Pavia

No 136, Quaderni di Dipartimento from University of Pavia, Department of Economics and Quantitative Methods

Abstract: Let (omega, beta) be a measurable space, An in B a sub-sigma-field and µn a random probability measure, n >= 1. In various frameworks, one looks for a probability P on B such that µn is a regular conditional distribution for P given An for all n. Conditions for such a P to exist are given. The conditions are quite simple when (omega, beta) is a compact Hausdorff space equipped with the Borel or the Bairesigma-field (as well as under other similar assumptions). Such conditions are then applied to Bayesian statistics.

Keywords: Posterior distribution; Random probability measure; Regular conditional distribution. (search for similar items in EconPapers)
Pages: 9 pages
Date: 2010-12
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://dem-web.unipv.it/web/docs/dipeco/quad/ps/RePEc/pav/wpaper/q136.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pav:wpaper:136

Access Statistics for this paper

More papers in Quaderni di Dipartimento from University of Pavia, Department of Economics and Quantitative Methods Contact information at EDIRC.
Bibliographic data for series maintained by Paolo Bonomolo ( this e-mail address is bad, please contact ).