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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, Vol.2005 (No.15).

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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  
Official Date:  2005  
Dates: 


Volume:  Vol.2005  
Number:  No.15  
Number of Pages:  15  
Status:  Not Peer Reviewed  
Access rights to Published version:  Open Access  
References:  Bartlett, M. (1957). A comment on D. V. Lindley’s statistical paradox, Biometrika, 44, 533–534. 

URI:  http://wrap.warwick.ac.uk/id/eprint/35589 
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