The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 35, Number 2 (1964), 846-856.
Asymptotic Behavior of Bayes' Estimates
Abstract
This paper extends some of the results obtained by Freedman [2]. In Section 1 a class of prior distributions on the space of all substochastic distributions on the positive integers is given, such that along almost all sample sequences the corresponding posterior distributions of the expectations of all bounded functions on the positive integers are asymptotically normal. Section 2 shows that most of Freedman's results carry over to the case of distributions on the closed unit interval.
Article information
Source
Ann. Math. Statist., Volume 35, Number 2 (1964), 846-856.
Dates
First available in Project Euclid: 27 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177703584
Digital Object Identifier
doi:10.1214/aoms/1177703584
Mathematical Reviews number (MathSciNet)
MR162325
Zentralblatt MATH identifier
0137.12604
JSTOR
links.jstor.org
Citation
Fabius, J. Asymptotic Behavior of Bayes' Estimates. Ann. Math. Statist. 35 (1964), no. 2, 846--856. doi:10.1214/aoms/1177703584. https://projecteuclid.org/euclid.aoms/1177703584