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
Abstract
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.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Sciences (York) > Mathematics (York) |
Depositing User: | York RAE Import |
Date Deposited: | 11 Feb 2009 15:14 |
Last Modified: | 11 Feb 2009 15:14 |
Published Version: | http://dx.doi.org/10.1007/BF02595727 |
Status: | Published |
Publisher: | Feedage.com LLC |
Identification Number: | 10.1007/BF02595727 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:7560 |