Analytic posteriors for Pearson's correlation coefficient

DOI10.1111/stan.12111arXiv1510.01188WikidataQ48201025 ScholiaQ48201025MaRDI QIDQ6089157

Maarten Marsman, Alexander Ly, Eric‐Jan Wagenmakers

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01188

zbMATH Keywords

hypergeometric functionsbivariate normal distributionreference priors

Mathematics Subject Classification ID

Parametric inference (62Fxx) Multivariate analysis (62Hxx) Special functions (33-XX)

Related Items (6)

Objective Bayesian testing for the correlation coefficient under divergence-based priors ⋮ The minimum Bayes factor hypothesis test for correlations and partial correlations ⋮ Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's ρ ⋮ Multiple Perspectives on Inference for Two Simple Statistical Scenarios ⋮ Informed Bayesian t-Tests ⋮ Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Overall objective priors
• The epic story of maximum likelihood
• Harold Jeffreys's \textit{Theory of probability} revisited
• Markov chains for exploring posterior distributions. (With discussion)
• Objective priors for the bivariate normal model
• Inferencia bayesiana sobre el coeficiente de correlacion de una poblacion normal bivariante
• On Fiducial Inference
• Fiducial Generalized Confidence Intervals

This page was built for publication: Analytic posteriors for Pearson's correlation coefficient