Abstract
It is shown that in a general statistical decision problem Bayes procedures under convex loss can possess the following property: The induced prior measure of the convex hull of the range of the corresponding Bayes rule is equal to zero. A stronger statement holds in the case of binomial distributions.
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Rukhin, A.L., Skibinsky, M. Bayes estimators whose range has convex hull of zero prior probability. J Theor Probab 4, 465–474 (1991). https://doi.org/10.1007/BF01258749
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DOI: https://doi.org/10.1007/BF01258749