Moderate Deviations for Bayes Posteriors

Peter Eichelsbacher and Ayalvadi Ganesh

Scandinavian Journal of Statistics, 2002, vol. 29, issue 1, 153-167

Abstract: Let (Xk)k∈ be a sequence of i.i.d. random variables taking values in a set ω, and consider the problem of estimating the law of X1 in a Bayesian framework. We prove, under mild conditions on the prior, that the sequence of posterior distributions satisfies a moderate deviation principle.

Date: 2002
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