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The final reference distribution for the Fieller-Creasy problem. (Spanish. English summary) Zbl 0532.62016

In this paper is given a Bayesian solution of the Fieller-Creasy problem in the case, when the variance of populations are not assumed equal. More precisely, let \(X_ 1,...,X_ n\) be i.i.d. rv’s distributed according to \(N(\mu_ x,\sigma_ x)\) and \(Y_ 1,...,Y_ m\) be i.i.d. rv’s distributed according to \(N(\mu_ y,\sigma_ y)\), \(\sigma_ x\neq \sigma_ y\), \(\xi =\mu_ x/\mu_ y\). The author gives the exact a posteriori distribution \(\pi\) (\(\xi| X,Y)\). The results are illustrated on practical and artificial data sets.
Reviewer: J.Antoch

MSC:

62F15 Bayesian inference
62B10 Statistical aspects of information-theoretic topics
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References:

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