Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Local Sensitivity Analysis

Publication Date

March, 1994

Publication Type

Tech Report

Author(s)

Paul Gustafson, C. Srinivasan and Larry Wasserman

Abstract

We review several methods for assessing the effect of small changes to the prior distribution. Our emphasis is on a variety of derivative-like quantities. Some of these have deficiencies that make them unsuitable as diagnostics. We explore the reasons for this and we look at some attempts to avoid these problems.