An asymptotic result with respect to predictive distributions

Abstract

The asymptotic behavior of posterior probabilities is studied when the model for the sampling is a predictive distribution and the parameter space is a Borel set of Rⁿ . A sufficient condition for the convergence of posterior probabilities of an open set U<θ is given. The result is of interest to the study of reference distributions.

Keywords:

• Posterior distribution
• predictive distributon
• asymptotic
• reference distributon