2026-06-07T19:38:55Zhttps://docta.ucm.es/rest/oai/requestoai:docta.ucm.es:20.500.14352/575442023-08-25T13:13:33Zcom_20.500.14352_14col_20.500.14352_15
Docta Complutense
author
Main Yaque, Paloma
author
Navarro Veguillas, Hilario
2023-06-20T16:58:17Z
2023-06-20T16:58:17Z
1997-11-01
0167-7152
10.1016/S0167-7152(97)00034-5
https://hdl.handle.net/20.500.14352/57544
http://www.sciencedirect.com/science/article/pii/S0167715297000345
http://www.sciencedirect.com/
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.
eng
On tail behavior in Bayesian location inference
journal article
URL
https://docta.ucm.es/bitstreams/fd5f53f7-d4d9-44f7-b87b-c97d52fbfbef/download
File
MD5
f3b71a6877e5466c5c08e104a81893af
395707
application/pdf
Main09.pdf
URL
https://docta.ucm.es/bitstreams/f6d9ce99-b5fe-42f8-a65d-382a695749d0/download
File
MD5
c07523c584d14aa4f6d0c17da13c322e
18747
text/plain
Main09.pdf.txt