Talk:Bayes estimator: Difference between revisions

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Pointing out some serious flaws.
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== serious errors ==
 
There are serious errors in the section summarizing admissibility of Bayes procedures. Only the first result (about unique Bayes procedures) is correct. Both subsequent results are false, in general: the procedures must be Bayes with respect to a prior with full support. In the continuous case, the parameter space has to be an open subset of nice topological space. Indeed, the discrete example is a special case of the third one because the general result (Blyth's method), is about the admissibility among procedures with continuous risk functions with respect to (sequences of possibly improper) priors with full support.
 
==old comments==