On the limiting normality of posterior distributions

A. P. Dawid

doi:10.1017/S0305004100045953

Extract

1. Introduction. Suppose that we wish to make inferences about an unknown real parameter θ, and that we have a random sample of observations (Xl, X2, …, Xn) from a distribution which depends on θ.

References

REFERENCES

(1)Johnson, R. A.An asymptotic expansion for posterior distributions. Ann. Math. Statist. 38, 6, 1899–1906.Google Scholar

(2)Le Cam, L.Les propriétés asymptotiques des solutions de Bayes. Publ. Inst. Statist. Univ. Paris, 7, 17–35.Google Scholar

(3)Walker, A. M.On the asymptotic behaviour of posterior distributions. J. Roy. Statist. Soc. Ser. B., 31 (1969), 80–88.Google Scholar

Crossref Citations

This article has been cited by the following publications. This list is generated based on data provided by Crossref.

Blischke, W.R. 1974. On nonregular estimation.ii.estimation of the location parameter of the gamma amd we i bull distributions. Communications in Statistics, Vol. 3, Issue. 12, p. 1109.

Brunk, H. D. and Pierce, Donald A. 1977. Large sample posterior normality of the population mean. Communications in Statistics - Theory and Methods, Vol. 6, Issue. 1, p. 1.

Bernardo, Jose M. 1979. Reference Posterior Distributions for Bayesian Inference. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol. 41, Issue. 2, p. 113.

Heyde, C. C. and Johnstone, I. M. 1979. On Asymptotic Posterior Normality for Stochastic Processes. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol. 41, Issue. 2, p. 184.

1980. Statistical Inference for Stochastic Processes. p. 415.

Sweeting, Trevor 1981. Scale Parameters: A Bayesian Treatment. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol. 43, Issue. 3, p. 333.

Lo, Albert Y. 1982. Bayesian nonparametric statistical inference for Poisson point processes. Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 59, Issue. 1, p. 55.

Chen, Chan-Fu 1985. On Asymptotic Normality of Limiting Density Functions with Bayesian Implications. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol. 47, Issue. 3, p. 540.

Smith, A.F.M. Skene, A.M. Shaw, J.E.H. Naylor, J.C. and Dransfield, M. 1985. The implementation of the bayesian paradigm. Communications in Statistics - Theory and Methods, Vol. 14, Issue. 5, p. 1079.

Sweeting, T. J. and Adekola, A. O. 1987. Asymptotic Posterior Normality for Stochastic Processes Revisited. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol. 49, Issue. 2, p. 215.

Shcherbinin, A. F. 1987. The normalized likelihood method. Measurement Techniques, Vol. 30, Issue. 12, p. 1129.

Phoha, R.C. 1987. Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators. Statistics, Vol. 18, Issue. 2, p. 259.

Crowder, Martin 1988. Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes. Annals of the Institute of Statistical Mathematics, Vol. 40, Issue. 2, p. 297.

Holland, Paul W. 1990. The Dutch Identity: A new tool for the study of item response models. Psychometrika, Vol. 55, Issue. 1, p. 5.

1994. Bayesian Theory. p. 489.

Ghosh, Jayanta K. Ghosal, Subhashis and Samanta, Tapas 1994. Statistical Decision Theory and Related Topics V. p. 183.

Mendoza, Manuel 1994. Asymptotic normality under transformations. A result with Bayesian applications. Test, Vol. 3, Issue. 2, p. 173.

Hjalmarsson, H. and Gustafsson, F. 1995. Composite modeling of transfer functions. IEEE Transactions on Automatic Control, Vol. 40, Issue. 5, p. 820.

Hjalmarsson, H. and Gustafsson, F. 1995. Composite modeling of transfer functions. Vol. 1, Issue. , p. 228.

Shyang Chang Yen-Ching Chang and Chen-Yu Chang 1998. A minimum discrepancy estimator in parameter estimation. IEEE Transactions on Information Theory, Vol. 44, Issue. 7, p. 2930.

Download full list

Article contents

On the limiting normality of posterior distributions

Extract

Access options

References

REFERENCES

This article has been cited by the following publications. This list is generated based on data provided by Crossref.

Article contents

On the limiting normality of posterior distributions

Extract

Access options

References

REFERENCES

Save article to Kindle

Save article to Dropbox

Save article to Google Drive

Reply to: Submit a response

Your details

You have entered the maximum number of contributors

Conflicting interests