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The method of determining Bayesian estimators for the special ratios of variance components called the intraclass correlation coefficients is presented. The exact posterior distribution for these ratios of variance components is obtained. The approximate posterior mean of this distribution is also derived. All computations are non-iterative and avoid numerical integration.
This paper studies the AlC and B1C (Akaike’s and Bayesian Information
Criterion) replacement for:
- Box’s (1949) M test of the homogeneity of covariances,
- Wilks’ (1932) Л criterion for testing the equality of mean vectors and
- likelihood ratio test of the complete homogeneity as two of model - selection
criterions.
AIC and BIC are new procedures for comparing means and samples, and selecting...
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