In this paper we have demonstrated the ability of the new Bayesian measure of evidence of Yin (2012, Computational Statistics, 27: 237-249) to solve both the Behrens-Fisher problem and Lindley's paradox. We have provi...
Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequentist p-value thereby, solving Lindley’s paradox. Yin and Li [2] extended the methodology of Yi...
This paper mainly talks about a popular approach of volatility of a GARCH-type model in R, while the disturbances are independent and have identical Student-t distribution. It uses the Metropolis-Hastings method to pe...
A random walk Metropolis-Hastings algorithm has been widely used in sampling the parameter of spatial interaction in spatial autoregressive model from a Bayesian point of view. In addition, as an alternative approach,...
This study considers the estimation of Maximum Likelihood Estimator and the Bayesian Estimator of the Weibull distribution with interval-censored data. The Bayesian estimation can’t be used to solve the parameters an...