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Biometrika 1981 68(1):329-330; doi:10.1093/biomet/68.1.329
© 1981 by Biometrika Trust
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MISCELLANEA

A moment of indecision

A. O'HAGAN

Department of Statistics, University of Warwick Coventry

For a suitably thick-tailed prior density and a sufficiently large observation, the sample information dominates the prior information. Similarly, a thick-tailed sampling distribution can be dominated by the prior if the observation is sufficiently large. We show, in the case where the dominating density is normal, that less extreme observations produce very large posterior variances.

Key Words: Bayes inference • Large observation • Outlier • Posterior variance


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