Normal correlation : an objective Bayesian approach
Juárez, Miguel A. (2005) Normal correlation : an objective Bayesian approach. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.15).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
In this paper we give a decision-theoretic oriented, objective Bayesian answer to the problems
of point estimating and sharp hypothesis testing about the correlation coefficient of a bivariate
Normal population. Under this view both problems are deemed closely related and thus a coherent
answer is developed. Comparisons with frequentist results are given and an alternative
interpretation of the maximum likelihood estimator is found.
|Item Type:||Working or Discussion Paper (Working Paper)|
|Subjects:||Q Science > QA Mathematics|
|Divisions:||Faculty of Science > Statistics|
|Library of Congress Subject Headings (LCSH):||Fix-point estimation, Statistical hypothesis testing, Correlation (Statistics)|
|Series Name:||Working papers|
|Publisher:||University of Warwick. Centre for Research in Statistical Methodology|
|Place of Publication:||Coventry|
|Number of Pages:||15|
|Status:||Not Peer Reviewed|
|Access rights to Published version:||Open Access|
Bartlett, M. (1957). A comment on D. V. Lindley’s statistical paradox, Biometrika, 44, 533–534.
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