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On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view

Author

Listed:
  • Nogales, Agustín G.
  • Oyola, José A.
  • Pérez, Paloma

Abstract

The concept of conditional independence is considered in the study of the relationship between sufficiency and invariance under a Bayesian point of view showing, among other results, that the conditional independence of the almost-invariant [sigma]-field and a sufficient [sigma]-field given its intersection is equivalent to its sampling conditional independence. In the Bayesian framework, an improvement upon a well-known and classical result of Stein is obtained.

Suggested Citation

  • Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma, 2000. "On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 75-84, January.
  • Handle: RePEc:eee:stapro:v:46:y:2000:i:1:p:75-84
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    Cited by:

    1. Nogales, Agustín G. & Oyola, José A. & Pérez, Paloma, 2001. "A weak notion of equivalence in Bayesian statistical theory," Statistics & Probability Letters, Elsevier, vol. 53(4), pages 401-407, July.
    2. Garcia-Zattera, Maria Jose & Jara, Alejandro & Lesaffre, Emmanuel & Declerck, Dominique, 2007. "Conditional independence of multivariate binary data with an application in caries research," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3223-3234, March.

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