Abstract
A simple example is presented using standard continuous distributions with a real valued parameter in which the posterior mean is inconsistent on a dense subset of the real line.
Citation
Ronald Christensen. "Inconsistent Bayesian estimation." Bayesian Anal. 4 (4) 759 - 762, December 2009. https://doi.org/10.1214/09-BA428
Information
Published: December 2009
First available in Project Euclid: 22 June 2012
zbMATH: 1330.62020
MathSciNet: MR2570087
Digital Object Identifier: 10.1214/09-BA428
Keywords:
Dirichlet process
,
posterior mean
Rights: Copyright © 2009 International Society for Bayesian Analysis
