The exponential rates of convergence of posterior distributions |
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| Authors: | James C Fu Robert E Kass |
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| Institution: | (1) Department of Statistics, University of Manitoba, Winnipeg, Manitoba, Canada;(2) Department of Statistics, Carnegie-Mellon University, 15213 Pittsburgh, PA, U.S.A. |
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| Abstract: | After the observations were observed, the posterior distribution under mild conditions becomes more concentrated in the neighbourhood of the mode of the posterior distribution as sample size n increase. In this paper, the exponential rate of convergence of posterior distribution around the mode is established by using the generalized Laplace method. An example is also given.This work was supported in part by the Natural Sciences and Engineering Research Council of Canada under Grant NSERC A-9216. |
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| Keywords: | Bayesian posterior probability exponential rate f-uniform convergence Q-uniform convergence |
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