کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153002 958312 2010 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A note on the existence of the posteriors for one-way random effect probit models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A note on the existence of the posteriors for one-way random effect probit models
چکیده انگلیسی

The existence of the posterior distribution for one-way random effect probit models has been investigated when the uniform prior is applied to the overall mean and a class of noninformative priors are applied to the variance parameter. The sufficient conditions to ensure the propriety of the posterior are given for the cases with replicates at some factor levels. It is shown that the posterior distribution is never proper if there is only one observation at each factor level. For this case, however, a class of proper priors for the variance parameter can provide the necessary and sufficient conditions for the propriety of the posterior.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issue 1, January 2010, Pages 57–62
نویسندگان
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