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Asymptotic Expansions Associated with Posterior Distributions

Asymptotic Expansions Associated with Posterior Distributions

In this paper, an extension of the investigation of Johnson (1967b) is made by giving a larger class of posterior distributions which possess asymptotic expansions having a normal distribution as a leading term. Asymptotic expansions for the related normalizing transformation and percentiles are also presented. Before asymptotic expansions were treated …