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

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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

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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 -

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