What Bayesians expect of each other

摘要: Abstract Our goal is to study general properties of one Bayesian's subjective beliefs about the behavior another beliefs. We consider two Bayesians, A and B, who have different distributions for a parameter θ, Bayesian A's expectation B's posterior distribution θ given some data Y. show that when can take only values, always expects lie between prior B. Conditions are under which similar result holds an arbitrary real-valued θ. For vector we present useful expressions mean covariance matrix distribution. Examples illustrating relevance conditions results derived.