Two useful distributions for Bayesian predictive procedures under normal models

被引:11
作者
Lecoutre, B
机构
[1] Univ Rouen, F-76821 Mt St Aignan, France
[2] CNRS, F-76821 Mt St Aignan, France
关键词
predictive distributions; normal models; t tests; F ratios; confidence intervals;
D O I
10.1016/S0378-3758(98)00231-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The K-prime and K-square distributions, involved in the Bayesian predictive distributions of standard t and F tests are investigated. They generalize the classical noncentral t and noncentral F distributions and can receive different characterizations. Their moments and their probability density and distribution functions are made explicit. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:93 / 105
页数:13
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