IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v56y2002i3p314-329.html
   My bibliography  Save this article

A new approximation of the posterior distribution of the log–odds ratio

Author

Listed:
  • Marc Fredette
  • Jean–François Angers

Abstract

In this paper, the posterior density of the log–odds ratio is studied. It is assumed that the observations have a multinomial distribution and that the prior on the multinomial parameters is a Dirichlet density. Several approximations currently available are reviewed. Under certain conditions on the prior parameters of the Dirichlet density, it is shown that the posterior moments can be computed exactly. A new approximation, similar to the Edgeworth expansion is also proposed. Using a numerical example, the different methods of approximation of posterior density are compared.

Suggested Citation

  • Marc Fredette & Jean–François Angers, 2002. "A new approximation of the posterior distribution of the log–odds ratio," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 314-329, August.
    • Handle: RePEc:bla:stanee:v:56:y:2002:i:3:p:314-329
    DOI: 10.1111/1467-9574.t01-1-00057
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-9574.t01-1-00057
    Download Restriction: no
    File URL: https://libkey.io/10.1111/1467-9574.t01-1-00057?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:56:y:2002:i:3:p:314-329. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.