A note on Bayesian and frequentist parametric inference for a scalar parameter of interest
In this paper, a new approximation of the marginal posterior distribution function is obtained. Moreover, for the location-scale model, by applying the shrinkage argument, a new approximation of the conditional distribution function of the signed likelihood ratio statistic given an ancillary statistic is derived from the approximated marginal posterior distribution.
Volume (Year): 83 (2013)
Issue (Month): 1 ()
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- Jiang, L. & Wong, A.C.M., 2012. "On standardizing the signed root log likelihood ratio statistic," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 833-839.
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