A note on the use of the product of spacings in Bayesian inference

F.P.A. Coolen, M.J. Newby

    Research output: Book/ReportReportAcademic

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    Abstract

    The product of spacings is suggested as an alternative to the likelihood in Bayesian inference. It is shown the product of spacings can be used in place of the likelihood in Bayesian inference without losing the structure and properties of the Bayesian method. The method is also shown to have computational advantages. Keywords: likelihood; Bayes theorem; Bayesian inference; product of spacings; estimation; posterior densities.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages10
    Publication statusPublished - 1990

    Publication series

    NameMemorandum COSOR
    Volume9035
    ISSN (Print)0926-4493

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