RT - Journal Article
T1 - Exponential Models: Approximations for Probabilities
JF - JIRSS
YR - 2011
JO - JIRSS
VO - 10
IS - 2
UR - http://jirss.irstat.ir/article-1-158-en.html
SP - 95
EP - 107
K1 - Approximation
K1 - approximate probabilities
K1 - asymptotics
K1 - exponential model
K1 - likelihood
K1 - likelihood ratio
K1 - maximum likelihood departure
K1 - p-value.
AB - Welch & Peers (1963) used a root-information prior to obtain posterior probabilities for a scalar parameter exponential model and showed that these Bayes probabilities had the confidence property to second order asymptotically. An important undercurrent of this indicates that the constant information reparameterization provides location model structure, for which the confidence property was and is well known. This paper examines the role of the scalar-parameter exponential model for obtaining approximate probabilities and approximate confidence levels, and then addresses the extension for the vector-parameter exponential model.
LA eng
UL http://jirss.irstat.ir/article-1-158-en.html
M3
ER -