Calculation of marginal densities for parameters of multinomial distributions


Forster, Jonathan J. and Skene, Allan M. (1994) Calculation of marginal densities for parameters of multinomial distributions Statistics and Computing, 4, (4), pp. 279-286. (doi:10.1007/BF00156751).

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Description/Abstract

The full Bayesian analysis of multinomial data using informative and flexible prior distributions has, in the past, been restricted by the technical problems involved in performing the numerical integrations required to obtain marginal densities for parameters and other functions thereof. In this paper it is shown that Gibbs sampling is suitable for obtaining accurate approximations to marginal densities for a large and flexible family of posterior distributions—the family. The method is illustrated with a three-way contingency table. Two alternative Monte Carlo strategies are also discussed.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1007/BF00156751
ISSNs: 0960-3174 (print)
Keywords: multinomial distribution, bayesian analysis, gibbs sampling, Å family
Subjects:
Organisations: Statistics
ePrint ID: 46379
Date :
Date Event
1994Published
Date Deposited: 25 Jun 2007
Last Modified: 16 Apr 2017 18:35
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/46379

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