Examples of inconsistent Bayes procedures based on observations on dynamical systems

L. Mark Berliner and Steven N. MacEachern

Statistics & Probability Letters, 1993, vol. 17, issue 5, 355-360

Abstract: We consider observations from distributions whose parameters evolve according to dynamical systems. Under conditions on the prior distribution for the unknown initial condition, it is shown that the posterior distribution does not concentrate as the sample size grows.

Keywords: Chaos; baker's; transformation; Fisher; information (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (2)

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