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Social and Behavioral Sciences Commons™
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Full-Text Articles in Social and Behavioral Sciences
Bayesian Inference For Volatility Of Stock Prices, Juliet G. D'Cunha, K. A. Rao
Bayesian Inference For Volatility Of Stock Prices, Juliet G. D'Cunha, K. A. Rao
Journal of Modern Applied Statistical Methods
Lognormal distribution is widely used in the analysis of failure time data and stock prices. Maximum likelihood and Bayes estimator of the coefficient of variation of lognormal distribution along with confidence/credible intervals are developed. The utility of Bayes procedure is illustrated by analyzing prices of selected stocks.
Comparison Of Three Calculation Methods For A Bayesian Inference Of Two Poisson Parameters, Yohei Kawasaki, Etsuo Miyaoka
Comparison Of Three Calculation Methods For A Bayesian Inference Of Two Poisson Parameters, Yohei Kawasaki, Etsuo Miyaoka
Journal of Modern Applied Statistical Methods
The statistical inference drawn from the difference between two independent Poisson parameters is often discussed in medical literature. Kawasaki and Miyaoka (2012) proposed an index θ = P(λ1,post < λ2,post), where λ1,post and λ2,post denote Poisson parameters following posterior density. A new calculation method is proposed using MCMC and an approximate expression and exact expression for θ are compared.