On Bayes Equality and Related Issues
- Authors: Ivanov I.V.1
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Affiliations:
- OAS “Concern Automatics”
- Issue: Vol 228, No 5 (2018)
- Pages: 481-494
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/240282
- DOI: https://doi.org/10.1007/s10958-017-3637-4
- ID: 240282
Cite item
Abstract
To make calculations in the Bayesian analysis, the formalism of which is based on the layering of a probability measure defined on the product of measurable spaces, it is useful to have a summary of the properties of this layering. In this paper we formulate and prove those of them that are used in calculations more often than others. Particularly, we prove Hoeffding-type inequalities using direct elementary techniques.
About the authors
I. V. Ivanov
OAS “Concern Automatics”
Author for correspondence.
Email: nadsuprun@gmail.com
Russian Federation, Moscow
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