Jf. The expected value under II, Err(P) is the prob- : P(B) P(B)II(dP). We will refer to the expec- Pin any of the above senses, then the Bayes estimate converges to Po in P(i) = 1}. Let Pbe in (j) } Jl(x) ensures two things: P in the sense, for any c

doi:10.1201/9781482269772-115

Chapter

Jf. The expected value under II, Err(P) is the prob-

ABSTRACT

This result appears as Theorem l in Freedman (1963). Here is a brief outline of the argument involved. Let x = { l, 2, ... , k}, so that . .lt(x) = {P = (P(l), P(2), ... , P(k)): P(i) 2:0, I: P(i) = 1}. Let P0 be in the support of II.