A convergence theorem with application to Bayesian inference.

Eusebio Gómez Sánchez-Manzano

Trabajos de Estadística (1986)

  • Volume: 1, Issue: 1, page 30-41
  • ISSN: 0213-8190

Abstract

top
A theorem is proved showing that, assuming some boundary conditions, the following hypotheses:1. {Xn} is a sequence of continuous random variables which approaches in probability to a numerical sequence {an},2. {Yn} is another sequence of random variables such that, for all n, the density function of Yn is proportional to the product of the density of Xn by another density not depending on n,lead to the fact that the random sequence {Yn} also approaches in probability to {an}.We also show some related theorems as well as its application to the Bayesian inference.

How to cite

top

Gómez Sánchez-Manzano, Eusebio. "Un teorema de convergencia con aplicación a la inferencia bayesiana.." Trabajos de Estadística 1.1 (1986): 30-41. <http://eudml.org/doc/40414>.

@article{GómezSánchez1986,
author = {Gómez Sánchez-Manzano, Eusebio},
journal = {Trabajos de Estadística},
keywords = {Inferencia bayesiana; Convergencia en probabilidad; convergence in probability; prior density; likelihood function; posterior density},
language = {spa},
number = {1},
pages = {30-41},
title = {Un teorema de convergencia con aplicación a la inferencia bayesiana.},
url = {http://eudml.org/doc/40414},
volume = {1},
year = {1986},
}

TY - JOUR
AU - Gómez Sánchez-Manzano, Eusebio
TI - Un teorema de convergencia con aplicación a la inferencia bayesiana.
JO - Trabajos de Estadística
PY - 1986
VL - 1
IS - 1
SP - 30
EP - 41
LA - spa
KW - Inferencia bayesiana; Convergencia en probabilidad; convergence in probability; prior density; likelihood function; posterior density
UR - http://eudml.org/doc/40414
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.