On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments

Claudio Macci

Statistics & Probability Letters, 1996, vol. 26, issue 2, 147-152

Abstract: Given a regular Bayesian experiment we can consider the Lebesgue decomposition of the posterior distributions w.r.t. the prior. Then, by using the Lebesgue decomposition of each sampling distribution w.r.t. the predictive distribution, we show that the absolutely continuous parts of the posteriors are only determined by the absolutely continuous parts of the sampling distributions, while the singular parts of the posteriors are only determined by the singular parts.

Keywords: Regular; Bayesian; experiment; Predictive; distribution; Lebesgue; decomposition; of; the; posterior; distribution (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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