Non-conjugate prior distribution assessment for multivariate normal sampling

Screening for a Multivariate Mixture Normal Distribution

screening for a multivariate mixture normal distribution

Estimation of Variance of Normal Distribution using Ranked Set Sampling

Introduction     In some biological, environmental or ecological studies, there are situations in which obtaining exact measurements of sample units are much harder than ranking them in a set of small size without referring to their precise values. In these situations, ranked set sampling (RSS), proposed by McIntyre (1952), can be regarded as an alternative to the usual simple random sampling ...

Sampling According to the Multivariate Normal Density

This paper 1 deals with the normal density of n dependent random variables. This is a function of the form : ce ?x T Ax where A is an n n positive deenite matrix, x is the n?vector of the random variables and c is a suitable constant. The rst problem we consider is the (approximate) evaluation of the integral of this function over the positive orthant Z 1 x1=0 Z 1 x2=0 ... Z 1 xn=0 ce ?x T Ax :...

Prior data for non-normal priors.

Data augmentation priors facilitate contextual evaluation of prior distributions and the generation of Bayesian outputs from frequentist software. Previous papers have presented approximate Bayesian methods using 2x2 tables of 'prior data' to represent lognormal relative-risk priors in stratified and regression analyses. The present paper describes extensions that use the tables to represent ge...