Probability matching priors for two-sided tolerance intervals in balanced one-way and two-way nested random effects models

Please use this identifier to cite or link to this item: https://ir.iimcal.ac.in:8443/jspui/handle/123456789/1237

Title:	Probability matching priors for two-sided tolerance intervals in balanced one-way and two-way nested random effects models
Authors:	Onga, S.H., Mukerjeeb, Rahul
Keywords:	Frequentist validity Posterior characteristic function Shrinkage argument
Issue Date:	2011
Publisher:	SCOPUS Statistics
Series/Report no.:	45(4)
Abstract:	We consider two-sided Bayesian tolerance intervals, with approximate frequentist validity, for a future observation in balanced one-way and two-way nested random effects models. Probability matching conditions, specific to this problem, are derived in either case via a technique that involves inversion of approximate posterior characteristic functions. In addition to yielding probability matching priors for the present problem, these conditions are useful in evaluating certain other priors that have received attention in the literature. � 2011 Taylor & Francis.
Description:	Onga, S.H., Institute of Mathematical Sciences, University of Malaya, 50603 Kuala Lumpur, Malaysia; Mukerjee, Rahul, Indian Institute of Management Calcutta, Joka, Diamond Harbour Road, Kolkata 700 104, India ISSN/ISBN - 02331888 pp.403-411 DOI - 10.1080/02331881003797585
URI:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-79960695489&doi=10.1080%2f02331881003797585&partnerID=40&md5=59b97f0540ea51cb398330c00e51c7f7 https://ir.iimcal.ac.in:8443/jspui/handle/123456789/1237
Appears in Collections:	Operations Management

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