Optimal robustness results for relative belief inferences and the relationship to prior-data

Luai Al Labadi, Michael Evans

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Abstract

The robustness to the prior of Bayesian inference procedures based on a measure of statistical evidence is considered. These inferences are shown to have optimal properties with respect to robustness. Furthermore, a connection between robustness and prior-data conflict is established. In particular, the inferences are shown to be effectively robust when the choice of prior does not lead to prior-data conflict. When there is prior-data conflict, however, robustness may fail to hold.

Original languageEnglish
Pages (from-to)705-728
Number of pages24
JournalBayesian Analysis
Volume12
Issue number3
DOIs
Publication statusPublished - 2017
Externally publishedYes

Keywords

  • Prior-data conflict
  • Relative belief
  • Robustness

ASJC Scopus subject areas

  • Statistics and Probability
  • Applied Mathematics

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