L-Divergence Consistency for a Discrete Prior

 

M. Grendar (2006). L-Divergence Consistency for a Discrete Prior. Journal of Statistical Research, Vol. 40, No. 1, pp.  73-76.

 

Abstract

Posterior distribution over a countable set \cal{M} of continuous data-sampling distributions piles up at L-projection of the true distribution r on \cal{M}, provided that the L-projection is unique. If there are several L-projections of r on \cal{M}, then the posterior probability splits among them equally.

 

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