Posterior expectations for large observations

For a single observation X = x from a distribution having unknown location parameter Θ we investigate the asymptotic behaviour of the posterior distribution of Θ, as x tends to infinity. Conditions are given for this posterior distribution to approach the prior distribution, and dual conditions under which the posterior distribution is ‘ asymptotically fiducial’. The former conditions apply when the prior distribution is normal and the error has a Student distribution, the latter when the roles are reversed.