Skip Navigation

Biometrika 1994 81(2):385-389; doi:10.1093/biomet/81.2.385
© 1994 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by LUCAS, T. W.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

MISCELLANEA

Priors and likelihoods that are arbitrarily sensitive to outlying observations

THOMAS W. LUCAS

RAND P. O. Box 2138, Santa Monica, California 90407–2138, U. S. A.

For location parameters the posterior can be extremely sensitive to the functional forms of the prior and likelihood when there is an extreme outlying observation. Conditions on the prior, likelihood and set are provided such that as one observation goes to infinity the posterior probability that a location parameter is contained in the set goes to zero. This is of particular interest when the set ranges over intervals with a finite upper bound. The conditions for this extreme reaction to an outlying observation cover all Box-Tiao densities with a shape parameter greater than one.

Key Words: Bayesian inference • Outlier • Outlier-resistance • Robustness


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.