Bayes robustness via the Kolmogorov metric
Agata Boratyńska, Ryszard Zieliński (1993)
Applicationes Mathematicae
Similarity:
An upper bound for the Kolmogorov distance between the posterior distributions in terms of that between the prior distributions is given. For some likelihood functions the inequality is sharp. Applications to assessing Bayes robustness are presented.