Analytic posteriors for Pearson's correlation coefficient

被引：170
|
作者：
Ly, Alexander [1 ]
Marsman, Maarten [1 ]
Wagenmakers, Eric-Jan [1 ]
机构：
[1] Univ Amsterdam, Dept Psychol Methods, POB 15906, NL-1001 NK Amsterdam, Netherlands
来源：
STATISTICA NEERLANDICA | 2018年 / 72卷 / 01期
基金：
欧洲研究理事会;
关键词：
bivariate normal distribution; hypergeometric functions; reference priors;
D O I：
10.1111/stan.12111
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Pearson's correlation is one of the most common measures of linear dependence. Recently, Bernardo (11th International Workshop on Objective Bayes Methodology, 2015) introduced a flexible class of priors to study this measure in a Bayesian setting. For this large class of priors, we show that the (marginal) posterior for Pearson's correlation coefficient and all of the posterior moments are analytic. Our results are available in the open-source software package JASP.
引用
收藏
页码：4 / 13
页数：10
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