Results 161 to 170 of about 3,605,404 (198)

Probability matching priors for predicting unobservable random effects with application to ANOVA models

Statistics & Probability Letters, 2003
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Chang, In Hong, Kim, Byung Hwee, Mukerjee, Rahul   +2 more
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Probability matching priors for predicting a dependent variable with application to regression models

Annals of the Institute of Statistical Mathematics, 2003
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Datta, Gauri Sankar, Mukerjee, Rahul
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Reference and probability‐matching priors in Bayesian analysis of mixed linear models

Journal of Animal Breeding and Genetics, 2002
SummaryDetermination of reasonable non‐informative priors in multiparameter problems is not easy; common non‐informative priors, such as Jeffrey's prior, can have features that have an unexpectedly dramatic effect on the posterior. In recognition of this problem Berger and Bernardo (Bayesian Statistics IV. Oxford University Press, Oxford, UK, pp. 35–70,
A. L. Pretorius, A. J. Van Der Merwe
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Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics

Statistics, 2013
We consider likelihood ratio statistics based on the usual profile likelihood and the standard adjustments thereof proposed in the literature in the presence of nuisance parameters. The role of data-dependent priors in ensuring approximate frequentist validity of posterior credible regions based on the inversion of these statistics is investigated ...
In Hong Chang, Rahul Mukerjee
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Using Bayesian Model Probability for Ranking Different Prior Scenarios in Reservoir History Matching

SPE Journal, 2019
Summary This paper considers Bayesian methods to discriminate between models depending on posterior model probability. When applying ensemble-based methods for model updating or history matching, the uncertainties in the parameters are typically assumed to be univariate Gaussian random fields.
Sigurd Ivar Aanonsen, Svenn Tveit, Mathias Alerini   +2 more
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Second-order probability matching priors for a parametric function with application to Bayesian tolerance limits

Biometrika, 2001
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Mukerjee, Rahul, Reid, N.
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A Note on the Probability Difference Between Matching Priors Based on Posterior Quantiles and on Inversion of Conditional Likelihood Ratio Statistics

Calcutta Statistical Association Bulletin, 1997
A necessary and sufficient condition is given so that the second order probability matching priors based on posterior quantiles will be the priors under which the Bayesian and frequentist Bartlett corrected conditional likelihood ratio statistics differ by 0(l). Several examples are given to illustrate the idea.
Yin, Ming, Ghosh, Malay
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Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability

TEST, 2007
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Mukerjee, Rahul, Chan, Ling-Yau
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Probability matching priors for two-sided tolerance intervals in balanced one-way and two-way nested random effects models

Statistics, 2010
We consider two-sided Bayesian tolerance intervals, with approximate frequentist validity, for a future observation in balanced one-way and two-way nested random effects models. Probability matching conditions, specific to this problem, are derived in either case via a technique that involves inversion of approximate posterior characteristic functions.
S. H. Ong, Rahul Mukerjee
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Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods

Journal of Statistical Planning and Inference, 2010
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Chang, In Hong, Mukerjee, Rahul
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