Ranges of Posterior Measures for Priors with Unimodal Contaminations
单峰污染先验下后验量的取值范围
We consider the problem of robustness or sensitivity of given Bayesian posterior criteria to specification of the prior distribution. Criteria considered include the posterior mean, variance and probability of a set (for credible regions and hypothesis testing). Uncertainty in an elicited prior, $\pi_0$, is modelled by an $\varepsilon$-contamination class $\Gamma = \{\pi = (1 - \varepsilon)\pi_0 + \varepsilon q, q \in Q\}$, where $\varepsilon$ reflects the amount of…