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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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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
Abstract
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) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Official Date: | 2005 | ||||
Dates: |
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Volume: | Vol.2005 | ||||
Number: | No.15 | ||||
Number of Pages: | 15 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 |
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