Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution

John L. Maryak and James C. Spall

Statistics & Probability Letters, 1987, vol. 5, issue 6, 401-407

Abstract: We present four theorems that establish conditions under which the Bayesian posterior distribution is insensitive to the choice of prior distribution. Both finite-sample and asymptotic results are included.

Keywords: Bayesian; posterior; robustness; stable; estimation; weak; consistency; small-sample; large-sample (search for similar items in EconPapers)
Date: 1987
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