In this paper we derive Bayes estimates of the parameters of a bivariate normal population under the constraint of either a common mean or a common variance.
Results of a simulation study based on a small sample size to compare the maximum likelihood estimates and the Bayes estimates indicate that they are mostly ...
Nov 24, 2008 · In this paper we derive Bayes estimates of the parameters of a bivariate normal population under the constraint of either a common mean or a common variance.
Mar 16, 2022 · In this article, we introduce a Bayesian approach for estimating the bivariate STARTS model and implement it in the software Stan.
Jan 14, 2024 · I would like to "fix" this problem by enforcing the constraint that the sum of all 4 coefficients is equal to 0, thus guaranteeing a unique solution.
Missing: bivariate population.
We study estimation of the mean-covariance under the joint constraint for a multivariate normal. A reparametrized structured covariance is proposed through ...
Missing: bivariate population.
Feb 2, 2017 · My approach is to specify marginal distributions P(μ), P(σ), P(θ) and take the joint prior to be given by: P(μ,σ,θ)=P(μ)P(σ)P(θ)
Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objec-.
In a simulation study, we found that Bayesian estimators using the uniform and arc-sine priors outperformed several empirical and exact or approximate maximum ...
To apply NPMLE, we plot the data as rectangles on the plane, consider the resulting intercepted rectangles, and estimate their probabilities using maximum ...