A measure which is singular and uniformly locally uniform
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- by David Freedman and Jim Pitman PDF
- Proc. Amer. Math. Soc. 108 (1990), 371-381 Request permission
Abstract:
An example is given of a singular measure on $[0,1]$ which is locally nearly uniform in the weak star topology. If this measure is used as a prior to estimate an unknown probability in coin tossing, the posterior is asymptotically normal.References
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Additional Information
- © Copyright 1990 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 108 (1990), 371-381
- MSC: Primary 28A12; Secondary 62F12, 62F15
- DOI: https://doi.org/10.1090/S0002-9939-1990-0990427-5
- MathSciNet review: 990427