Some New Formulae for Posterior Expectations and Bartlett Corrections

• Autores: Trevor J. Sweeting, Samer A. Kharroubi
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 12, Nº. 2, 2003, págs. 497-521
• Idioma: inglés
• DOI: 10.1007/bf02595727
• Texto completo no disponible (Saber más ...)
• Resumen

  • Some new accurate approximations for posterior expectations and Bartlett corrections are derived. These approximations are modifications of formulae based on signed root log-likelihood ratios obtained in Sweeting (1996) and are designed to address two problems that arise in the practical application of these formulae in the multiparameter case. The first problem is a computational one associated with inversion of signed root log-likelihood ratios. The second concerns the form of the posterior expectation formula, which is not in a particularly convenient form for the computation of predictive densities. The theory is illustrated by two examples.