Sweeting, T.J. and Kharroubi, S.A. (2007) Some new formulae for posterior expectations and Bartlett corrections. TEST, 12 (2). pp. 497-521. ISSN 1863-8260
Some new accurate approximations for posterior expectations and Bartlett corrections are derived. These approximations are modifications of formulae based on signed root log-likelihood ratios obtained in Sweeting (1996) and are designed to address two problems that arise in the practical application of these formulae in the multiparameter case. The first problem is a computational one associated with inversion of signed root log-likelihood ratios. The second concerns the form of the posterior expectation formula, which is not in a particularly convenient form for the computation of predictive densities. The theory is illustrated by two examples.
|Institution:||The University of York|
|Academic Units:||The University of York > Mathematics (York)|
|Depositing User:||York RAE Import|
|Date Deposited:||11 Feb 2009 15:14|
|Last Modified:||11 Feb 2009 15:14|