RT Journal Article
T1 On tail behavior in Bayesian location inference
A1 Main Yaque, Paloma
A1 Navarro Veguillas, Hilario
AB The asymptotic behavior in the right tail of the hazard rate function is considered to compare probability distributions. Using this tail ordering, the position of the posterior distribution with respect to the prior and the likelihood distributions is analyzed for a Bayesian location problem, and it is proved that, under rather general conditions, the posterior distribution is equivalent to the lightest-tailed distribution, except when both the likelihood and the prior are very heavy-tailed distributions. The relationship between the posterior distributions based on random samples of sizes n and 1, respectively, is also studied, as well as its dependence on the relative position of the prior distribution and the model for observations in the hazard rate scale.
PB Elsevier Science Bv.
SN 0167-7152
YR 1997
FD 1997-11-01
LK https://hdl.handle.net/20.500.14352/57544
UL https://hdl.handle.net/20.500.14352/57544
LA eng
DS Docta Complutense
RD 7 abr 2025