Large deviations for the posterior distributions under conjugate prior distributions

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説明

This paper takes up three parametric cases-the normal, Poisson, exponential cases-in order to study a large deviation upper bound for some posterior probabilitiy of the unknown parameter when in each case the prior distribution is assumed to be in a conjugate family. The upper bound will be given explicitly in each case.

収録刊行物

  • 経営と経済

    経営と経済 91 (1-2), 17-36, 2011-09-26

    長崎大学経済学会

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