Probability matching priors for some parameters of the bivariate normal distribution

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dc.creatorGhosh, Malay
dc.creatorSantra, Upasana
dc.creatorKim, Dalho
dc.date2008-05-21
dc.date.accessioned2026-07-07T12:19:07Z
dc.date.available2026-07-07T12:19:07Z
dc.descriptionThis paper develops some objective priors for certain parameters of the bivariate normal distribution. The parameters considered are the regression coefficient, the generalized variance, and the ratio of the conditional variance of one variable given the other to the marginal variance of the other variable. The criterion used is the asymptotic matching of coverage probabilities of Bayesian credible intervals with the corresponding frequentist coverage probabilities. The paper uses various matching criteria, namely, quantile matching, matching of distribution functions, highest posterior density matching, and matching via inversion of test statistics. One particular prior is found which meets all the matching criteria individually for all the parameters of interest.
dc.descriptionPublished in at http://dx.doi.org/10.1214/074921708000000066 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0805.3204
dc.identifierhttp://arxiv.org/abs/0805.3204
dc.identifierIMS Collections 2008, Vol. 3, 71-81
dc.identifierdoi:10.1214/074921708000000066
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212642
dc.subjectStatistics Theory
dc.subject62F15, 62F25 (Primary)
dc.titleProbability matching priors for some parameters of the bivariate normal distribution
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