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Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
Author(s) -
Sivaganesan S.
Publication year - 1991
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315536
Subject(s) - quantile , robustness (evolution) , prior probability , mathematics , sensitivity (control systems) , statistics , class (philosophy) , computer science , artificial intelligence , bayesian probability , biochemistry , chemistry , electronic engineering , engineering , gene
Prior information is modeled either by (1) a class of unimodal distributions with specified quantiles, or by (2) an ∈‐contamination class with contaminations subject to unimodal and quantile restrictions. We show how the ranges of certain posterior summaries can be found. Using numerical examples, we compare the robustness behaviour under these classes, and assess the effect, in terms of robustness, of specifying a base prior.