# The Confidence Density for Correlation

@article{Taraldsen2021TheCD, title={The Confidence Density for Correlation}, author={Gunnar Taraldsen}, journal={Sankhya A}, year={2021} }

Inference for correlation is central in statistics. From a Bayesian viewpoint, the final most complete outcome of inference for the correlation is the posterior distribution. An explicit formula for the posterior density for the correlation for the binormal is derived. This posterior is an optimal confidence distribution and corresponds to a standard objective prior. It coincides with the fiducial introduced by R.A. Fisher in 1930 in his first paper on fiducial inference. C.R. Rao derived an…

## One Citation

### Fiducial Inference and Decision Theory

- Mathematics
- 2021

The majority of the statisticians concluded many decades ago that fiducial inference was nonsensical to them. Hannig et al. (2016) and others have, however, contributed to a renewed interest and…

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