Statistical inference is problematic in the common situation in meta-analysis where the random effects model is fitted to just a handful of studies. In particular, the asymptotic theory of maximum likelihood provides a poor approximation, and Bayesian methods are sensitive to the prior specification. Hence, less efficient, but easily computed and…

The Dirac delta function has been used successfully in mathematical physics for many years. The purpose of this article is to bring attention to several useful applications of this function in mathematical statistics. Some of these applications include a unified representation of the distribution of a function (or functions) of one or several…

In Bayesian statistics, the choice of the prior distribution is often controversial. Different rules for selecting priors have been suggested in the literature, which, sometimes, produce priors that are difficult for the students to understand intuitively. In this article, we use a simple heuristic to illustrate to the students the rather…