Implementing Bayesian predictive procedures: the K-prime and K-square distributions

DOI10.1016/J.CSDA.2008.11.004MaRDI QIDQ962308zbMATH OpenOpenAlexFDO

Authors Jacques Poitevineau, Bruno Lecoutre

Publication date 6 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.4890

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Abstract: The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and K-square distributions. They also give exact inferences for simple and multiple correlation coefficients. Their cumulative distribution functions can be expressed in terms of infinite series of multiples of incomplete beta function ratios, thus adequate for recursive calculations. Efficient algorithms are provided. To deal with special cases where possible underflows may prevent a recurrence to work properly, a simple solution is proposed which results in a procedure which is intermediate between two classes of algorithm. Some examples of applications are given.

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• Epidemiology and medical statistics
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• THE PROBABLE ERROR OF A MEAN
• Two useful distributions for Bayesian predicitve procedures under normal models
• USE OF PREDICTIVE PROBABILITIES IN PHASE II AND PHASE III CLINICAL TRIALS

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• Two useful distributions for Bayesian predicitve procedures under normal models
• Editorial: Second special issue on statistical algorithms and software

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