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Reference priors for a product of normal means when variances are unknown
Authors:Dongchu Sun  Keying Ye
Abstract:The reference priors of Berger and Bernardo (1992) are derived for normal populations with unknown variances when the product of means is of interest. The priors are also shown to be Tibshirani's (1989) matching priors.
Keywords:Frequentist coverage probability  Jeffreys prior  reference priors
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