On a property of probability matching priors: matching the alternative coverage probabilities

Biometrika ◽  
1999 ◽  
Vol 86 (2) ◽  
pp. 333-340 ◽  
Author(s):  
R Mukerjee
Keyword(s):  
Probability Matching ◽  
Coverage Probabilities ◽  
Probability Matching Priors ◽  
Matching Priors

Some new Results on Probability Matching Priors

2000 ◽  
Vol 50 (3-4) ◽  
pp. 179-192 ◽  
Author(s):  
Gauri Sankar Datta ◽  
Malay Ghosh ◽  
Rahul Mukerjee
Keyword(s):  
Probability Matching ◽  
Probability Matching Priors ◽  
Matching Priors

Probability matching priors for linear calibration

Test ◽  
1995 ◽  
Vol 4 (2) ◽  
pp. 333-357 ◽  
Author(s):  
M. Ghosh ◽  
B. P. Carlin ◽  
M. S. Srivastava
Keyword(s):  
Probability Matching ◽  
Linear Calibration ◽  
Probability Matching Priors ◽  
Matching Priors

A Note on the Probability Difference Between Matching Priors Based on Posterior Quantiles and on Inversion of Conditional Likelihood Ratio Statistics

1997 ◽  
Vol 47 (1-2) ◽  
pp. 59-66 ◽  
Author(s):  
Ming Yin ◽  
Malay Ghosh
Keyword(s):  
Likelihood Ratio ◽  
Conditional Likelihood ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Probability Matching ◽  
Order Probability ◽  
Probability Matching Priors ◽  
Matching Priors ◽  
Necessary And Sufficient ◽  
Likelihood Ratio Statistics

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.

Some New Results on Probability Matching Priors

2001 ◽  
Vol 51 (1-2) ◽  
pp. 125-126
Author(s):  
Gauri Sankar Datta ◽  
Malay Ghosh ◽  
Rahul Mukerjee
Keyword(s):  
Probability Matching ◽  
Probability Matching Priors ◽  
Matching Priors
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