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Doob’s consistency of a non-Bayesian updating process

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  • Kawakami, Hajime

Abstract

We consider an asymptotic property of the posterior distribution (belief) of a non-Bayesian updating process. For the Bayesian updating process, the corresponding property is known as Doob’s consistency. The result of our study provides a sufficient condition for the non-Bayesian updating process to satisfy this property.

Suggested Citation

  • Kawakami, Hajime, 2023. "Doob’s consistency of a non-Bayesian updating process," Statistics & Probability Letters, Elsevier, vol. 203(C).
    • Handle: RePEc:eee:stapro:v:203:y:2023:i:c:s0167715223001451
    DOI: 10.1016/j.spl.2023.109921
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    References listed on IDEAS

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