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The maximal dominated subsets of a statistical experiment

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  • Macci, Claudio

Abstract

First of all we show that the diffuse part of a prior distribution is essential to say if it gives rise to a dominated Bayesian experiment. Successively we present the definition of *-maximal set. The existence of a *-maximal set can be characterized by a condition of uniform orthogonality; furthermore, the existence of such a set implies a condition of measure convexity.

Suggested Citation

  • Macci, Claudio, 1998. "The maximal dominated subsets of a statistical experiment," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 185-193, August.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:3:p:185-193
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    References listed on IDEAS

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    1. Macci, Claudio, 1996. "On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 147-152, February.
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    1. Macci, Claudio & Polettini, Silvia, 2001. "Bayes factor for non-dominated statistical models," Statistics & Probability Letters, Elsevier, vol. 53(1), pages 79-89, May.

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