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Objective Bayes, conditional inference and the signed root likelihood ratio statistic

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dc.contributor.author Diciccio T.J.
dc.contributor.author Kuffner T.A.
dc.contributor.author Young G.A.
dc.contributor.editor
dc.date 2012
dc.date.accessioned 2017-10-04T10:29:11Z
dc.date.available 2017-10-04T10:29:11Z
dc.date.issued 2012
dc.identifier 10.1093/biomet/ass028
dc.identifier.isbn
dc.identifier.issn 00063444
dc.identifier.uri http://hdl.handle.net/10938/13199
dc.description.abstract Bayesian properties of the signed root likelihood ratio statistic are analysed. Conditions for first-order probability matching are derived by the 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. © 2012 Biometrika Trust.
dc.format.extent
dc.format.extent Pages: (675-686)
dc.language English
dc.publisher OXFORD
dc.relation.ispartof Publication Name: Biometrika; Publication Year: 2012; Volume: 99; no. 3; Pages: (675-686);
dc.relation.ispartofseries
dc.relation.uri
dc.source Scopus
dc.subject.other
dc.title Objective Bayes, conditional inference and the signed root likelihood ratio statistic
dc.type Article
dc.contributor.affiliation Diciccio, T.J., Department of Social Statistics, Cornell University, Ithaca, NY 14853, United States
dc.contributor.affiliation Kuffner, T.A., Department of Mathematics, American University of Beirut, Beirut 1107 2020, Lebanon
dc.contributor.affiliation Young, G.A., Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom
dc.contributor.authorAddress Diciccio, T.J.; Department of Social Statistics, Cornell University, Ithaca, NY 14853, United States; email: tjd9@cornell.edu
dc.contributor.authorCorporate University: American University of Beirut; Faculty: Faculty of Arts and Sciences; Department: Mathematics;
dc.contributor.authorDepartment Mathematics
dc.contributor.authorDivision
dc.contributor.authorEmail tjd9@cornell.edu; tk30@aub.edu.lb; alastair.young@imperial.ac.uk
dc.contributor.faculty Faculty of Arts and Sciences
dc.contributor.authorInitials Diciccio, TJ
dc.contributor.authorInitials Kuffner, TA
dc.contributor.authorInitials Young, GA
dc.contributor.authorOrcidID
dc.contributor.authorReprintAddress Diciccio, TJ (reprint author), Cornell Univ, Dept Social Stat, Ithaca, NY 14853 USA.
dc.contributor.authorResearcherID
dc.contributor.authorUniversity American University of Beirut
dc.description.cited BARNDORFFNIELSEN OE, 1986, BIOMETRIKA, V73, P307; Barndorff-Nielsen O.E., 1994, INFERENCE ASYMPTOTIC; Datta G S, 2004, PROBABILITY MATCHING; DICICCIO TJ, 1993, J ROY STAT SOC B MET, V55, P305; DICICCIO TJ, 1993, BIOMETRIKA, V80, P731, DOI 10.1093-biomet-80.4.731; DICICCIO TJ, 1994, J ROY STAT SOC B MET, V56, P397; DICICCIO TJ, 1994, SCAND J STAT, V21, P447; Diciccio TJ, 2010, BIOMETRIKA, V97, P497, DOI 10.1093-biomet-asq002; Hall P., 1992, BOOTSTRAP EDGEWORTH; Lawless JF, 1982, STAT MODELS METHODS; MUKERJEE R, 1993, BIOMETRIKA, V80, P499, DOI 10.1093-biomet-80.3.499; Mukerjee R, 1997, BIOMETRIKA, V84, P970, DOI 10.1093-biomet-84.4.970; NICOLAOU A, 1993, J ROY STAT SOC B MET, V55, P377; PEERS HW, 1965, J ROY STAT SOC B, V27, P9; TIBSHIRANI R, 1989, BIOMETRIKA, V76, P604, DOI 10.1093-biomet-76.3.604; TIERNEY L, 1986, J AM STAT ASSOC, V81, P82, DOI 10.2307-2287970; WELCH B. L., 1963, J R STAT SOC B, V62, P159
dc.description.citedCount
dc.description.citedTotWOSCount 0
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dc.format.extentCount 12
dc.identifier.articleNo
dc.identifier.coden BIOKA
dc.identifier.pubmedID
dc.identifier.scopusID 84865479741
dc.identifier.url
dc.publisher.address GREAT CLARENDON ST, OXFORD OX2 6DP, ENGLAND
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dc.relation.ispartofConferenceTitle
dc.relation.ispartofFundingAgency
dc.relation.ispartOfISOAbbr Biometrika
dc.relation.ispartOfIssue 3
dc.relation.ispartOfPart
dc.relation.ispartofPubTitle Biometrika
dc.relation.ispartofPubTitleAbbr Biometrika
dc.relation.ispartOfSpecialIssue
dc.relation.ispartOfSuppl
dc.relation.ispartOfVolume 99
dc.source.ID WOS:000308019700011
dc.type.publication Journal
dc.subject.otherAuthKeyword Bayesian inference
dc.subject.otherAuthKeyword Conditional inference
dc.subject.otherAuthKeyword Nuisance parameter
dc.subject.otherAuthKeyword Objective Bayes
dc.subject.otherAuthKeyword Probability-matching prior
dc.subject.otherAuthKeyword Signed root likelihood ratio statistic
dc.subject.otherChemCAS
dc.subject.otherIndex
dc.subject.otherKeywordPlus FREQUENTIST
dc.subject.otherKeywordPlus PARAMETERS
dc.subject.otherKeywordPlus PRIORS
dc.subject.otherWOS Biology
dc.subject.otherWOS Mathematical and Computational Biology
dc.subject.otherWOS Statistics and Probability


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