Analytic posteriors for Pearson's correlation coefficient

Pearson's correlation is one of the most common measures of linear dependence. Recently, Bernardo (11th International Workshop on Objective Bayes Methodology, 2015) introduced a flexible class of priors to study this measure in a Bayesian setting. For this large class of priors, we show that th...

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Detalles Bibliográficos
Autores principales: Ly, Alexander, Marsman, Maarten, Wagenmakers, Eric‐Jan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: John Wiley and Sons Inc. 2017
Materias:
Original Articles
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5763449/
https://www.ncbi.nlm.nih.gov/pubmed/29353942
http://dx.doi.org/10.1111/stan.12111
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author Ly, Alexander
Marsman, Maarten
Wagenmakers, Eric‐Jan
author_facet Ly, Alexander
Marsman, Maarten
Wagenmakers, Eric‐Jan
author_sort Ly, Alexander
collection PubMed
description Pearson's correlation is one of the most common measures of linear dependence. Recently, Bernardo (11th International Workshop on Objective Bayes Methodology, 2015) introduced a flexible class of priors to study this measure in a Bayesian setting. For this large class of priors, we show that the (marginal) posterior for Pearson's correlation coefficient and all of the posterior moments are analytic. Our results are available in the open‐source software package JASP.
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spelling pubmed-57634492018-01-17 Analytic posteriors for Pearson's correlation coefficient Ly, Alexander Marsman, Maarten Wagenmakers, Eric‐Jan Stat Neerl Original Articles Pearson's correlation is one of the most common measures of linear dependence. Recently, Bernardo (11th International Workshop on Objective Bayes Methodology, 2015) introduced a flexible class of priors to study this measure in a Bayesian setting. For this large class of priors, we show that the (marginal) posterior for Pearson's correlation coefficient and all of the posterior moments are analytic. Our results are available in the open‐source software package JASP. John Wiley and Sons Inc. 2017-07-05 2018-02 /pmc/articles/PMC5763449/ /pubmed/29353942 http://dx.doi.org/10.1111/stan.12111 Text en © 2017 The Authors. Statistica Neerlandica © 2017 VVS. This is an open access article under the terms of the Creative Commons Attribution‐NonCommercial (http://creativecommons.org/licenses/by-nc/4.0/) License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited and is not used for commercial purposes.
spellingShingle Original Articles
Ly, Alexander
Marsman, Maarten
Wagenmakers, Eric‐Jan
Analytic posteriors for Pearson's correlation coefficient
title Analytic posteriors for Pearson's correlation coefficient
title_full Analytic posteriors for Pearson's correlation coefficient
title_fullStr Analytic posteriors for Pearson's correlation coefficient
title_full_unstemmed Analytic posteriors for Pearson's correlation coefficient
title_short Analytic posteriors for Pearson's correlation coefficient
title_sort analytic posteriors for pearson's correlation coefficient
topic Original Articles
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5763449/
https://www.ncbi.nlm.nih.gov/pubmed/29353942
http://dx.doi.org/10.1111/stan.12111
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AT marsmanmaarten analyticposteriorsforpearsonscorrelationcoefficient
AT wagenmakersericjan analyticposteriorsforpearsonscorrelationcoefficient

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