Large deviations for the posterior distributions under conjugate prior distributions
Takuhisa Shikimi · Institutional Repositories DataBase (IRDB) · 2011
This paper takes up three parametric cases?the normal, Poisson, ex-ponential cases?in order to study a large deviation upper bound for some posterior probabilitiy of the unknown parameter when in each case the prior distribution is assumed to be in a conjugate family. The upper bound will be given explicitly in each case.