Departmental Bulletin Paper 一様分布族のもとでの事後分布に対する大偏差原理

式見, 拓仙

95 ( 3-4 )  , pp.57 - 65 , 2016-03-25 , 長崎大学経済学会
In this article, we consider a family of uniform distributions as a statistical model. Assuming that the prior distribution has a smooth, positive density on the parameter space, we prove the large deviation principle of the posterior distributions. We derive the rate functions explicitly. To this end, we apply the Gartner-Ellis theorem to the posterior distributions of the reciprocal of the parameter.

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