L-Divergence Consistency for a Discrete Prior
Probability
2007-10-10 v2 Statistics Theory
Statistics Theory
Abstract
Posterior distribution over a countable set M of continuous data-sampling distributions piles up at L-projection of the true distribution r on M, provided that the L-projection is unique. If there are several L-projections of r on M, then the posterior probability splits among them equally.
Keywords
Cite
@article{arxiv.math/0610824,
title = {L-Divergence Consistency for a Discrete Prior},
author = {M. Grendar},
journal= {arXiv preprint arXiv:math/0610824},
year = {2007}
}
Comments
Typos corrected