Bayes robustness via the Kolmogorov metric

Volume 22 / 1993

Agata Boratyńska, Ryszard Zieliński Applicationes Mathematicae 22 (1993), 139-143 DOI: 10.4064/am-22-1-139-143

Abstract

An upper bound for the Kolmogorov distance between the posterior distributions in terms of that between the prior distributions is given. For some likelihood functions the inequality is sharp. Applications to assessing Bayes robustness are presented.

Authors

  • Agata Boratyńska
  • Ryszard Zieliński

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