Bayes robustness via the Kolmogorov metric
Volume 22 / 1993
Applicationes Mathematicae 22 (1993), 139-143
DOI: 10.4064/am-22-1-139-143
Abstract
An upper bound for the Kolmogorov distance between the posterior distributions in terms of that between the prior distributions is given. For some likelihood functions the inequality is sharp. Applications to assessing Bayes robustness are presented.
