The Inadmissibility of Certain Bayes Decision Rules Under Vague Priors in Location Problems
Jim Q. Smith · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1994
SUMMARY It is shown that, when improper, translation invariant priors distributions are used in the Bayesian analysis of a single location parameter, the related Bayes decision rules associated with a wide class of loss functions are inadmissible. It is concluded that the routine use of improper distributions, even in translation problems, can be misleading.