Local sensitivity of density bounded priors

Q. Meng and S. Sivaganesan

Statistics & Probability Letters, 1996, vol. 27, issue 2, 163-169

Abstract: Local sensitivity for certain density bounded class of priors are considered. We give an exact form of the local sensitivity of the posterior mean and the posterior median, and also investigate the behavior of these local sensitivity measures for varying values of data in a specific example.

Keywords: Local; sensitivity; Posterior; mean; Posterior; median (search for similar items in EconPapers)
Date: 1996
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