On implementing Jeffreys' substitution likelihood for Bayesian inference concerning the medians of unknown distributions |
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Authors: | Andrew P Grieve |
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Institution: | Centre of Excellence for Statistical Innovation, UCB Pharma, Berkshire, UK |
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Abstract: | When statisticians are uncertain as to which parametric statistical model to use to analyse experimental data, they will often resort to a non-parametric approach. The purpose of this paper is to provide insight into a simple approach to take when it is unclear as to the appropriate parametric model and plan to conduct a Bayesian analysis. I introduce an approximate, or substitution likelihood, first proposed by Harold Jeffreys in 1939 and show how to implement the approach combined with both a non-informative and an informative prior to provide a random sample from the posterior distribution of the median of the unknown distribution. The first example I use to demonstrate the approach is a within-patient bioequivalence design and then show how to extend the approach to a parallel group design. |
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Keywords: | approximate likelihood Bayesian inference bioequivalence comparative bioavailability non-parametric sampling/re-sampling von Neumann's accept/ reject algorithm |
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