Author : Upasana Santra
Release : 2008
Genre :
Kind : eBook
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Book Synopsis Probability Matching Priors for the Bivariate Normal Distribution by : Upasana Santra

Download or read book Probability Matching Priors for the Bivariate Normal Distribution written by Upasana Santra. This book was released on 2008. Available in PDF, EPUB and Kindle. Book excerpt: There however, does not exist a prior that satisfies the matching via distribution functions criterion in this case. Finally, a general class of priors have been obtained for inference about the ratio of standard deviations. The propriety of the resultant posteriors is proved in each case under mild conditions and simulation results suggest that the approximations are valid even for moderate sample sizes. Further, several likelihood based methods have been considered for the correlation coefficient. One common feature of all these modified likelihoods is that they are all dependent on the data only through the sample correlation coefficient r.