Investigation of bimodality in likelihoods and posterior densities

Firat M. Z., Thompson R.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.54, sa.4, ss.379-386, 1996 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 54 Sayı: 4
  • Basım Tarihi: 1996
  • Doi Numarası: 10.1080/00949659608811741
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.379-386
  • Anahtar Kelimeler: variance components, Bayesian methods, maximum likelihood, bimodality, RESTRICTED MAXIMUM-LIKELIHOOD, COMPONENT ESTIMATION, VARIANCE
  • Akdeniz Üniversitesi Adresli: Hayır

Özet

A univariate balanced one-way sire model with two variance components is used to investigate whether likelihood and Bayesian methods can encounter the problem of multiple solutions within the permissible parameter space. Analytical results suggest that the posterior density function is sometimes bimodal when an improper density function is used. Visualization of the log-likelihood density however, did not reveal bimodality.

A univariate balanced one-way sire model with two variance components is used to investigate whether likelihood and Bayesian methods can encounter the problem of multiple solutions within the permissible parameter space. Analytical results suggest that the posterior density function is sometimes bimodal when an improper density function is used. Visualization of the log-likelihood density however, did not reveal bimodality.