Abstract #300977

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JSM 2002 Abstract #300977
Activity Number: 203
Type: Topic Contributed
Date/Time: Tuesday, August 13, 2002 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Stat. Sciences*
Abstract - #300977
Title: On the Foundations of Robust Bayesian Statistics
Author(s): David Rios Insua*+ and Alejandro Garcia del Amo and Regino Criado
Affiliation(s): Universidad Rey Juan Carlos and Universidad Rey Juan Carlos and Universidad Rey Juan Carlos
Address: Tulipan s/n, Mostoles, International, 28933, Spain
Keywords: Robust Bayesian Analysis ; Expected utility ; Foundations
Abstract:

We shall discuss a problem in the foundations of robust Bayesian statistics, that of modeling imprecision in beliefs and preferences within the expected utility framework. We provide a model in the form of state-dependent expected utilities.

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