Date of Award
Program or Major
Doctor of Philosophy
The Bayesian inference strategy is studied within the framework of operational statistics (generalized sample spaces). Conditions necessary and sufficient for consistency and strict consistency of a complete betting rate assignment are derived. A constructive proof is given of the existence of a unique second-order probability which induces a given consistent and countably additive complete betting rate assignment. Continuity of the Bayesian inference strategy is investigated. Asymptotic properties of the Bayesian inference strategy are examined both at the level of betting rates and at the level of second-order probabilities.
MAGNESS, CAROLYN MARGARET, "SOME PROBLEMS IN BAYESIAN INFERENCE IN A NONCLASSICAL SETTING (OPERATIONAL STATISTICS, BETTING RATES, COHERENCE)" (1984). Doctoral Dissertations. 1429.