论文信息 - Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles

Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles

Prior information is modeled either by (1) a class of unimodal distributions with specified quantiles, or by (2) an ∈-contamination class with contaminations subject to unimodal and quantile restrictions. We show how the ranges of certain posterior summaries can be found. Using numerical examples, we compare the robustness behaviour under these classes, and assess the effect, in terms of robustness, of specifying a base prior. On considere deux modelisations de l'information a priori: une classe de lois unimodales avec quantiles fixes et une classe de lois ∈-contaminees ou la contamination est unimodale et assujettie a des restrictions sur les quantiles. On montre comment les etendues de certaines caracteristiques de la loi a poteriori peuvent ětre determinees. La robustesse relativement a ces classes est etudiee via des exemples numeriques. On evalue, en terme de robustesse, l'effet de specifier une loi a priori de base.

Siva Sivaganesan | S. Sivaganesan

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