期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2012
卷号：8
期号：3
页码：433-440
DOI：10.1234/pjsor.v8i3.518
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：Normal 0 false false false EN-US X-NONE X-NONE For an exponential model with scalar parameter, WelchP:1963 examined the role of Bayesian analysis in statistical inference, more specifically the use of the Jeffreys:1946 prior. They determined that Bayesian intervals and thus in effect Bayesian quantiles had second order confidence accuracy. We use a Taylor series expansion of the log-model to develop a second order version of the vector exponential model; this is developed as a contribution to theory in statistics at a time when algorithms are prominent, and it provides a basis for generalizing the Welch-Peers approach to the vector parameter context.
关键词：Asymptotic model;Bayes as approximate confidence;Exponential model;Jeffreys prior;Likelihood analysis;Root-information prior;Second order expansion.
