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A note on Bayesian and frequentist parametric inference for a scalar parameter of interest


  • Wong, A.C.M.


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.

Suggested Citation

  • Wong, A.C.M., 2013. "A note on Bayesian and frequentist parametric inference for a scalar parameter of interest," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 414-421.
  • Handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:414-421 DOI: 10.1016/j.spl.2012.10.006

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    References listed on IDEAS

    1. 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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