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Theory of Probability and Mathematical Statistics

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On the iterated a posteriori distribution in Bayesian statistics


Author: F. Recker
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 74 (2006).
Journal: Theor. Probability and Math. Statist. 74 (2007), 163-170
MSC (2000): Primary 62F15, 62C12
DOI: https://doi.org/10.1090/S0094-9000-07-00705-3
Published electronically: July 5, 2007
MathSciNet review: 2336786
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Abstract | References | Similar Articles | Additional Information

Abstract: In theoretical considerations a Bayesian experiment consisting of many independently drawn samples is usually modeled by a product space. However, in some applications, as e.g. pattern recognition, the mathematical model is different. This model will be presented and a rigid measure-theoretic proof will be given showing that both models deliver the same a posteriori distribution.


References [Enhancements On Off] (What's this?)

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Additional Information

F. Recker
Affiliation: Department of Mathematics, University of Hagen, D-58084 Hagen, Germany
Email: Frank.Recker@FernUni-Hagen.de

DOI: https://doi.org/10.1090/S0094-9000-07-00705-3
Keywords: Bayesian inference, a posteriori distribution
Received by editor(s): August 15, 2004
Published electronically: July 5, 2007
Article copyright: © Copyright 2007 American Mathematical Society