scholarly journals Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics

2013 ◽  
Vol 40 (4) ◽  
pp. 752-769 ◽  
Author(s):  
Camilo Rivera ◽  
Guenther Walther
Author(s):  
Adele A. Mitchell ◽  
Jeannie Tamariz ◽  
Kathleen O‘Connell ◽  
Nubia Ducasse ◽  
Mechthild Prinz ◽  
...  

1997 ◽  
Vol 47 (1-2) ◽  
pp. 59-66 ◽  
Author(s):  
Ming Yin ◽  
Malay Ghosh

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.


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