A new approximation of the posterior distribution of the log-odds ratio
نویسندگان
چکیده
In this paper, the posterior density of the log-odds ratio is studied. It is assumed that the observations have a multinomial distribution and that the prior on the multinomial parameters is a Dirichlet density. Several approximations currently available are reviewed. When the prior parameters of the Dirichlet density are integers, it is shown that the posterior moments can be computed exactly. A new approximation, similar to the Edgeworth expansion is also proposed. Using a numerical example, the different methods of approximation of posterior density are compared.
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