© 1991 by Biometrika Trust
MISCELLANEA |
A representation of the posterior mean for a location model
Department of Statistics, Carnegie Mellon University Pittsburgh, Pennsylvania 15213, U. S.A.
An exact representation of the posterior mean is developed for a location model and the class of priors that are normal scale mixtures. The result makes use of the conditional distribution of the maximum likelihood estimator and Masreliez's theorem. Directions for future development are indicated.
Key Words: Bayesian inference Conditional inference Robustness Score function