Jun Shao
Abstract
In Bayes estimation problems, we show that under certain conditions on the loss function, the Bayes estimator is robust, i. e., the Bayes estimator is a continuous functional of posterior distribution (with respect to the Kolmogorov distance between posterior distributions).
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In Bayes estimation problems, we show that under certain conditions on the loss function, the Bayes estimator is robust, i. e., the Bayes estimator is a continuous functional of posterior distribution (with respect to the Kolmogorov distance between posterior distributions).
Key concepts: Bayes' theorem, Bayes estimator, Mathematics, Bayes' rule, Estimator, Statistics, Estimation, Prior probability