Abstract
Some necessary and sufficient conditions for attaining equality for Bayesian information inequalities such as the van Trees and the Borovkov–Sakhanenko inequalities regard to the order of the escort distribution when the probability distribution of the data is modelled using an escort distribution, which is a generalized probability distribution constructed from an exponential family, and the prior distribution is either conjugate or Jeffreys, and the parameter of interest is a function of the order of the escort distribution. Examples of normal variance and logit models are also considered.
Keywords
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