#### Robust Bayesian Displays for Standard Inferences Concerning a
Normal Mean

Tsai-Hung Fan and James O. Berger

Standard Bayesian inferences concerning a normal mean are considered
when, for robustness reasons, Cauchy prior distributions are utilized.
The inferences considered include testing a point null
hypothesis, one sided testing, estimation, and credible sets.
A convenient way of presenting
information for the statistical consumer is to give contour graphs
of the Bayes factor, posterior mean, variance, etc., with respect to
the prior parameters. This allows the readers to
determine conclusions for their individual prior beliefs.
The graphs also are useful for determination of sensitivity to the prior
inputs. Using simple computational algorithms based on mixture
importance sampling, many of these
contour graphs can be created extremely quickly.
Postscript File (632kB)