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- W219405296 abstract "Abstract This article deals with the problem of testing for the correlation coecient in thebivariate normal distribution. We propose Bayesian hypothesis testing procedures forthe bivariate normal correlation coecient under the noninformative prior. The nonin-formative priors are usually improper which yields a calibration problem that makes theBayes factor to be de ned up to a multiplicative constant. So we propose the defaultBayesian hypothesis testing procedures based on the fractional Bayes factor and theintrinsic Bayes factors under the reference priors. A simulation study and an exampleare provided.Keywords: Bivariate normal distribution, correlation coecient, fractional Bayes factor,intrinsic Bayes factor, reference prior. 1. Introduction Let (X;Y) be a random vector distributed as a bivariate normal distribution BN( 1 ; 2 ;˙ 1 ;˙ 2 ;ˆ) with means 1 and 2 , variances ˙1 2 and ˙ 2 , and correlation coecient ˆ. Theprobability density function of (X;Y) is given byf(x;yj 1" @default.
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- W219405296 date "2011-01-01" @default.
- W219405296 modified "2023-09-23" @default.
- W219405296 title "Default Bayesian testing for the bivariate normal correlation coefficient" @default.
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