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Approximate Marginal Posterior Distributions Using Asymptotic Modes |
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| Authors: | Yoichi Miyata |
| Institution: | 1. Faculty of Economics , Takasaki City University of Economics , Takasaki, Japan ymiyatagbt@tcue.ac.jp |
| Abstract: | This article gives asymptotic expansions for marginal posterior distributions with asymptotic modes of order n ?2, and shows their validity. In addition, by using the asymptotic expansion, an approximate central posterior credible interval is derived. |
| Keywords: | Asymptotic expansion Asymptotic mode Bayesian inference Credible intervals Laplace's method Marginal distribution |