Some results about Bayesian experiments with discrete sample space and positive sampling probabilities
Claudio Macci · Cineca Institutional Research Information System (Tor Vergata University) · 2013
Assuming that the sample space is discrete and sampling distributions assign positive probability to any point of the sample space, whatever is the prior distribution we have a regular Bayesian experiment. In this note we show that, if we consider two different priors, we have two different families of posterior distributions; moreover we give a characterization for the families of probability measures on the parameter space which can be seen as families of posterior distributions for a prior distribution.