Abstract
We analyze the pioneering work on the theory of precise measurement of Edwards, Lindman and Savage (1963) in light of some recent developments in the theory of robust Bayesian analysis. The key points of the former are the concept of “actual” prior and bounds for the errors when replacing the actual prior by a uniform prior. The class of “actual” priors is characterized as a band of probability measures and the above bounds are improved.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Edwards, W., Lindman, H. and Savage, L.J. (1963). Bayesian Statistical Inference for Psychological Research. Psychol. Rev., 70, 193–243. Reprinted in The Writing of Leonard Jimmie Savage. A Memorial Selection. (W.A. Ericson et al eds.) Published by the ASA and IMS 1981.
DeGroot, M.H. (1970). Optimal Statistical Decision. McGraw-Hill. New York.
Dickey, J.M. (1976). Approximate Posterior Distributions. J. Amer. Statist. Assoc, 71, 680–689.
Davis, W.W. (1979). Approximate Bayesian Predictive Distribution and Model Selection. J. Amer. Statist. Assoc., 74, 312–317.
Kadane, J.B. (1987). Comment on Uncertainty, Policy Analysis and Statistics by J.S. Hodges. Statist Sci., 2, 281–282.
Moreno, E. and Pericchi, L.R. (1992). Bands of probability Measures: A Robust Bayesian Analysis. In Bayesian Statistics 4. (J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M. Smith, Eds.). 707–714. Clarendon Press. Oxford.
Moreno, E. and Pericchi, L.R. (1993). Prior assessments for bands of probability measures: Empirical Bayes Analysis. Test, 2, 101–110.
Wasserman, L. (1996). The conflict between improper priors and robustness, Journal of Statistical Planning and Inference, 52, 1–15.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1999 Springer Science+Business Media New York
About this chapter
Cite this chapter
Moreno, E., Pericchi, L.R., Kadane, J.B. (1999). A Robust Bayesian Look at the Theory of Precise Measurement. In: Shanteau, J., Mellers, B.A., Schum, D.A. (eds) Decision Science and Technology. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-5089-1_10
Download citation
DOI: https://doi.org/10.1007/978-1-4615-5089-1_10
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-7315-5
Online ISBN: 978-1-4615-5089-1
eBook Packages: Springer Book Archive