Objective Bayes, Conditional Inference and the Signed Root Likelihood Ratio Statistic
نویسنده
چکیده
Bayesian properties of the signed root likelihood ratio statistic are analysed. Conditions for first-order probability matching are derived by examination of the Bayesian posterior and frequentist means of this statistic. Second-order matching conditions are shown to arise from matching of the Bayesian posterior and frequentist variances of a mean-adjusted version of the signed root statistic. Conditions for conditional probability matching in ancillary statistic models are derived and discussed.
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تاریخ انتشار 2015