We provide a reason for Bayesian updating, in the Bernoulli case, even when it is assumed that observations are independent and identically distributed with a fixed but unknown parameter θ0. The motivation relies on the use of loss functions and asymptotics. Such a justification is important due to the recent interest and focus on Bayesian consistency which indeed assumes that the observations are independent and identically distributed rather than being conditionally independent with joint distribution depending on the choice of prior. © 2010 Elsevier B.V.

Bissiri P.G., Walker S.G. (2010). On Bayesian learning from Bernoulli observations. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 140(11), 3520-3530 [10.1016/j.jspi.2010.05.023].

On Bayesian learning from Bernoulli observations

Bissiri P. G.;
2010

Abstract

We provide a reason for Bayesian updating, in the Bernoulli case, even when it is assumed that observations are independent and identically distributed with a fixed but unknown parameter θ0. The motivation relies on the use of loss functions and asymptotics. Such a justification is important due to the recent interest and focus on Bayesian consistency which indeed assumes that the observations are independent and identically distributed rather than being conditionally independent with joint distribution depending on the choice of prior. © 2010 Elsevier B.V.
2010
Bissiri P.G., Walker S.G. (2010). On Bayesian learning from Bernoulli observations. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 140(11), 3520-3530 [10.1016/j.jspi.2010.05.023].
Bissiri P.G.; Walker S.G.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/709758
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