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On the limiting normality of posterior distributions

Published online by Cambridge University Press:  24 October 2008

A. P. Dawid
Affiliation:
Imperial College, London

Extract

1. Introduction. Suppose that we wish to make inferences about an unknown real parameter θ, and that we have a random sample of observations (Xl, X2, …, Xn) from a distribution which depends on θ.

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1970

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References

REFERENCES

(1)Johnson, R. A.An asymptotic expansion for posterior distributions. Ann. Math. Statist. 38, 6, 18991906.Google Scholar
(2)Le Cam, L.Les propriétés asymptotiques des solutions de Bayes. Publ. Inst. Statist. Univ. Paris, 7, 1735.Google Scholar
(3)Walker, A. M.On the asymptotic behaviour of posterior distributions. J. Roy. Statist. Soc. Ser. B., 31 (1969), 8088.Google Scholar