THE INADMISSIBILITY OF CERTAIN BAYES DECISION RULES UNDER VAGUE PRIORS IN LOCATION-PROBLEMS

Authors
SMITH JQ
Citation
Jq. Smith, THE INADMISSIBILITY OF CERTAIN BAYES DECISION RULES UNDER VAGUE PRIORS IN LOCATION-PROBLEMS, Journal of the Royal Statistical Society. Series B: Methodological, 56(3), 1994, pp. 543-548
Citations number
9
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
00359246 → ACNP
Volume
56
Issue
3
Year of publication
1994
Pages
543 - 548
Database
ISI
SICI code
1369-7412(1994)56:3<543:TIOCBD>2.0.ZU;2-2
Abstract
It is shown that, when improper, translation invariant priors distribu tions are used in the Bayesian analysis of a single location parameter , the related Bayes decision rules associated with a wide class of los s functions are inadmissible. It is concluded that the routine use of improper distributions, even in translation problems, can be misleadin g.