| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152086 | Statistics & Probability Letters | 2013 | 8 Pages |
Abstract
In this paper, a new approximation of the marginal posterior distribution function is obtained. Moreover, for the location-scale model, by applying the shrinkage argument, a new approximation of the conditional distribution function of the signed likelihood ratio statistic given an ancillary statistic is derived from the approximated marginal posterior distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A.C.M. Wong,