Generalized Empirical Bayes Modeling via Frequentist Goodness of Fit

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bayes Factors for Goodness of Fit Testing

We propose the use of the generalized fractional Bayes factor for testing fit in multinomial models. This is a non-asymptotic method that can be used to quantify the evidence for or against a sub-model. We give expressions for the generalized fractional Bayes factor and we study its properties. In particular, we show that the generalized fractional Bayes factor has better properties than the fr...

متن کامل

Frequentist-Bayes Lack-of-Fit Tests Based on Laplace Approximations

The null hypothesis that all of a function’s Fourier coefficients are 0 is tested in frequentist fashion using as test statistic a Laplace approximation to the posterior probability of the null hypothesis. Testing whether or not a regression function has a prescribed linear form is one application of such a test. In contrast to BIC, the Laplace approximation depends on prior probabilities, and ...

متن کامل

Goodness-of-fit Tests via Phi-divergences

By Leah Jager∗ and Jon A. Wellner† Grinnell College and University of Washington A unified family of goodness-of-fit tests based on φ−divergences is introduced and studied. The new family of test statistics Sn(s) includes both the supremum version of the Anderson-Darling statistic and the test statistic of Berk and Jones (1979) as special cases (s = 2 and s = 1 respectively). We also introduce ...

متن کامل

Empirical Likelihood Ratio Based Goodness-of-Fit Test for the Generalized Lambda Distribution

In this paper, we propose a goodness-of-fit test based on the empirical likelihood method for the generalized lambda distribution (GLD) family. Such a nonparametric test approximates the optimal Neyman-Pearson likelihood ratio test under the unknown alternative distribution scenario. The p-value of the test is approximated through the simulations due to the dependency of the test statistic on t...

متن کامل

A New Goodness-of-Fit Test for a Distribution by the Empirical Characteristic Function

Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Scientific Reports

سال: 2018

ISSN: 2045-2322

DOI: 10.1038/s41598-018-28130-5