کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150337 | 957924 | 2010 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Bayesian and likelihood-based inference for the bivariate normal correlation coefficient
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Bayesian and likelihood-based inference for the bivariate normal correlation coefficient Bayesian and likelihood-based inference for the bivariate normal correlation coefficient](/preview/png/1150337.png)
چکیده انگلیسی
The paper develops some objective priors for correlation coefficient of the bivariate normal distribution. The criterion used is the asymptotic matching of coverage probabilities of Bayesian credible intervals with the corresponding frequentist coverage probabilities. The paper uses various matching criteria, namely, quantile matching, highest posterior density matching, and matching via inversion of test statistics. Each matching criterion leads to a different prior for the parameter of interest. We evaluate their performance by comparing credible intervals through simulation studies. In addition, inference through several likelihood-based methods have been discussed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 6, June 2010, Pages 1410–1416
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 6, June 2010, Pages 1410–1416
نویسندگان
M. Ghosh, B. Mukherjee, U. Santra, D. Kim,