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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.
Malay Ghosh
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Predictive Probability Matching Priors for a Certain Non-Regular Model
Statistics and Probability Letters, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shintaro Hashimoto
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On Probability Matching Priors
Canadian Journal of Statistics, 2008AbstractFirstâorder probability matching priors are priors for which Bayesian and frequentist inference, in the form of posterior quantiles, or confidence intervals, agree to a second order of approximation. The authors show that the matching priors developed by Peers (1965) and Tibshirani (1989) are readily and uniquely implemented in a thirdâorder ...
Ana-Maria Staicu, Nancy Reid
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On the uniqueness of probability matching priors [PDF]
, 2007 Probability matching priors are priors for which Bayesian and frequentist inference, in the form of posterior quantiles, or confidence intervals, agree to some order of approximation. These priors are constructed by solving a first order partial differential equation, that may be difficult to solve.
Staicu, A-M, Reid, Nancy
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Second-Order Probability Matching Priors for the Person Parameter in Unidimensional IRT Models [PDF]
Psychometrika, 2019 In applications of item response theory (IRT), it is often of interest to compute confidence intervals (CIs) for person parameters with prescribed frequentist coverage. The ubiquitous use of short tests in social science research and practices calls for a refinement of standard interval estimation procedures based on asymptotic normality, such as the ...
Liu, Yang +2 more
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On a property of probability matching priors: matching the alternative coverage probabilities
Biometrika, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mukerjee, Rahul, Reid, N.
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Some new Results on Probability Matching Priors
Calcutta Statistical Association Bulletin, 2000The paper has three components. First, for a realvalued parameter of interest orthogonal (Cox and Reid, 1987) to the nuisance parameter vector, we find a necessary and sufficient condition for the equivalence of second order quantile matching priors and highest posterior density regions matching priors within the class of first order quantile matching ...
Datta, Gauri Sankar +2 more
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Probability matching priors for linear calibration
Test, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ghosh, M. +2 more
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On an exact probability matching property of right-invariant priors
Biometrika, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Severini, Thomas A. +2 more
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Probability matching priors for an extended statistical calibration model
Canadian Journal of Statistics, 2001AbstractStatistical calibration or inverse prediction involves data collected in two stages. In the first stage, several values of an endogenous variable are observed, each corresponding to a known value of an exogenous variable; in the second stage, one or more values of the endogenous variable are observed which correspond to an unknown value of the ...
Eno, Daniel R., Ye, Keying
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