Abstract
The risk influence function is defined as the directional derivative of the risk of the Bayes rule. The properties of this function are studied and the relationship between unimodal prior distribution and the shape of the frequentist risk of the corresponding Bayes procedure is examined.
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Rukhin, A.L. Influence of the prior distribution on the risk of the Bayes rule. J Theor Probab 6, 71–87 (1993). https://doi.org/10.1007/BF01046769
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DOI: https://doi.org/10.1007/BF01046769