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Intrinsic priors for hypothesis testing in normal regression models.

Testing that some regression coefficients are equal to zero is an important problem in many applications. Homoscedasticity is not necessarily a realistic condition in this setting and, as a consequence, no frequentist test there exist. Approximate tests have been proposed. In this paper a Bayesian analysis of this problem is carried out, from a default Bayesian model choice perspective. Explicit expressions for intrinsic priors are provided, and it is shown that the corresponding Bayes factor is...

Boundary value problems for the Schrödinger equation involving the Henstock-Kurzweil integral

Salvador Sánchez-PeralesFrancisco J. Mendoza-Torres — 2020

Czechoslovak Mathematical Journal

In the present paper, we investigate the existence of solutions to boundary value problems for the one-dimensional Schrödinger equation - y ' ' + q y = f , where q and f are Henstock-Kurzweil integrable functions on [ a , b ] . Results presented in this article are generalizations of the classical results for the Lebesgue integral.

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