The Robust Fusion Method for Prior Distribution in Multi-Sources Prior Information
多源验前信息下先验分布的稳健融合方法

By comparing the tail behavior of prior distributions and likelihood distribution, a robust fusion method of priors distribution in multi-sources prior information is given. The posterior robustness of the fusion prior distribution based on this method is also considered. A numerical example shows that the prior distribution fused by this method is robust, and hence that the method proposed in this paper is effective.