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THE INADMISSIBILITY OF CERTAIN BAYES DECISION RULES UNDER VAGUE PRIORS IN LOCATION-PROBLEMS
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UNSPECIFIED (1994) THE INADMISSIBILITY OF CERTAIN BAYES DECISION RULES UNDER VAGUE PRIORS IN LOCATION-PROBLEMS. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 56 (3). pp. 543-548. ISSN 0035-9246.
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Abstract
It is shown that, when improper, translation invariant priors distributions are used in the Bayesian analysis of a single location parameter, the related Bayes decision rules associated with a wide class of loss functions are inadmissible. It is concluded that the routine use of improper distributions, even in translation problems, can be misleading.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | ||||
Publisher: | BLACKWELL PUBL LTD | ||||
ISSN: | 0035-9246 | ||||
Official Date: | 1994 | ||||
Dates: |
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Volume: | 56 | ||||
Number: | 3 | ||||
Number of Pages: | 6 | ||||
Page Range: | pp. 543-548 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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