Tests for Independence in Two-Way Contingency Tables with Small Samples
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Assessing Robustness of Intrinsic Tests of Independence in Two-Way Contingency Tables
A condition needed for testing nested hypotheses from a Bayesian viewpoint is that the prior for the alternative model concentrates mass around the smaller, or null, model. For testing independence in contingency tables, the intrinsic priors satisfy this requirement. Further, the degree of concentration of the priors is controlled by a discrete parameter m, the training sample size, which plays...
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