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

作者：Wong A C M^*

来源：STATISTICS %26 PROBABILITY LETTERS, 2013, 83(1): 414-421.

DOI：10.1016/j.spl.2012.10.006

• Location-scale model
• Marginal posterior distribution
• r*-formula
• Shrinkage argument
• Signed log-likelihood ratio statistic

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.

• 出版日期2013-1