Objective Bayes, conditional inference and the signed root likelihood ratio statistic
Bayesian properties of the signed root likelihood ratio statistic are analysed. Conditions for first-order probability matching are derived by the examination of the Bayesian posterior and frequentist means of this statistic. Second-order matching conditions are shown to arise from matching of the Bayesian posterior and frequentist variances of a mean-adjusted version of the signed root statistic. Conditions for conditional probability matching in ancillary statistic models are derived and discussed. Copyright 2012, Oxford University Press.
Year of publication: |
2012
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Authors: | Diciccio, Thomas J. ; Kuffner, Todd A. ; Young, G. Alastair |
Published in: |
Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 99.2012, 3, p. 675-686
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Publisher: |
Biometrika Trust |
Saved in:
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