A note on Bayesian and frequentist parametric inference for a scalar parameter of interest

被引：0
|
作者：
Wong, A. C. M. [1 ]
机构：
[1] York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada
来源：
STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 01期
关键词：
Location-scale model; Marginal posterior distribution; r*-formula; Shrinkage argument; Signed log-likelihood ratio statistic; LOG LIKELIHOOD RATIO; MARGINAL TAIL PROBABILITIES; CONDITIONAL LIKELIHOOD; POINT ESTIMATION; APPROXIMATIONS; STATISTICS; DENSITIES; TESTS;
D O I：
10.1016/j.spl.2012.10.006
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (c) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码：414 / 421
页数：8
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