EXAMPLES OF INCONSISTENT BAYES PROCEDURES BASED ON OBSERVATIONS ON DYNAMICAL-SYSTEMS

被引：3

作者：

BERLINER, LM ^{[1
]}

MACEACHERN, SN ^{[1
]}

机构：

[1] OHIO STATE UNIV,DEPT STAT,COLUMBUS,OH 43210

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 05期

关键词：

CHAOS; BAKER TRANSFORMATION; FISHER INFORMATION;

D O I：

10.1016/0167-7152(93)90255-H

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider observations from distributions whose parameters evolve according to dynamical systems. Under conditions on the prior distribution for the unknown initial condition, it is shown that the posterior distribution does not concentrate as the sample size grows.

引用

页码：355 / 360

页数：6

共 4 条

[1] LIKELIHOOD AND BAYESIAN PREDICTION OF CHAOTIC SYSTEMS [J].