Abstract
For a specific data set, how do we know that the normal approximation is justified? To obtain the marginal density of (θ1,…, where l < d, we integrate over…, to obtain (θ1,…,θ1\Y) = ʃ p(θ1…,θd\Y)dθ1+1…dθd.
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© 1991 Springer-Verlag Berlin Heidelberg
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Tanner, M.A. (1991). Observed Data Techniques - Approximations Based on Numerical Integration, Laplace Expansions, Monte Carlo and Importance Sampling. In: Tools for Statistical Inference. Lecture Notes in Statistics, vol 67. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0510-1_3
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DOI: https://doi.org/10.1007/978-1-4684-0510-1_3
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