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Normal correlation : an objective Bayesian approach
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Juárez, Miguel A. (2005) Normal correlation : an objective Bayesian approach. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

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Abstract
In this paper we give a decisiontheoretic 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):  Fixpoint estimation, Statistical hypothesis testing, Correlation (Statistics) 
Series Name:  Working papers 
Publisher:  University of Warwick. Centre for Research in Statistical Methodology 
Place of Publication:  Coventry 
Date:  2005 
Volume:  Vol.2005 
Number:  No.15 
Number of Pages:  15 
Status:  Not Peer Reviewed 
Access rights to Published version:  Open Access 
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URI:  http://wrap.warwick.ac.uk/id/eprint/35589 
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