Consider a normal location model $X \mid \theta \sim N(\theta, \sigma^2)$ with known $\sigma^2$. Suppose $\theta \sim G_0$, where the prior $G_0$ has zero mean and unit variance. Let $G_1$ be a possibly misspecified prior with zero mean and unit variance. We show that the squared error Bayes risk of the posterior mean under $G_1$ is bounded, uniformly over $G_0, G_1, \sigma^2 > 0$.
翻译:考虑一个普通位置模型 $X\ mid\theta\ sim N(\theta,\ sigma2) $, 已知$\ sigma2$。 假设$\theta\ sim G_ 0$, 先前的$00$为零平均值和单位差异。 让$1 在平均和单位差异为零之前被错误地描述为$1。 我们显示, 在$1 下方位数平均值的正方形错误风险是约束的, 统一超过$G_ 0, G_1, \ sigma2 > 0美元。</s>