Arbeitspapier
A Consistency Theorem for Regular Conditional Distributions
Let (omega, beta) be a measurable space, An in B a sub-sigma-field and µn a random probability measure, n >= 1. In various frameworks, one looks for a probability P on B such that µn is a regular conditional distribution for P given An for all n. Conditions for such a P to exist are given. The conditions are quite simple when (omega, beta) is a compact Hausdorff space equipped with the Borel or the Bairesigma-field (as well as under other similar assumptions). Such conditions are then applied to Bayesian statistics.
- Language
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Englisch
- Bibliographic citation
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Series: Quaderni di Dipartimento ; No. 136
- Classification
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Wirtschaft
- Subject
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Posterior distribution
Random probability measure
Regular conditional distribution
- Event
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Geistige Schöpfung
- (who)
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Berti, Patrizia
Rigo, Pietro
- Event
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Veröffentlichung
- (who)
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Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
- (where)
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Pavia
- (when)
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2010
- Handle
- Last update
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10.03.2025, 11:46 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Berti, Patrizia
- Rigo, Pietro
- Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Time of origin
- 2010
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