A Condition to Obtain the Same Decision in the Homogeneity Test- Ing Problem from the Frequentist and Bayesian Point of View

نویسندگان

  • Miguel A. Gómez-Villegas
  • Beatriz González-Pérez
چکیده

ABSTRACT We develop a Bayesian procedure for the homogeneity testing problem of r populations using r× s contingency tables. The posterior probability of the homogeneity null hypothesis is calculated using a mixed prior distribution. The methodology consist of choosing an appropriate value of π0 for the mass assigned to the null and spreading the remainder, 1 − π0, over the alternative according to a density function. With this method, a theorem which shows when the same conclusion is reached from both frequentist and bayesian points of view is obtained. A sufficient condition under which the p-value is less than a value α and the posterior probability is also less than 0.5 is provided.

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A mixed Bayesian/Frequentist approach in sample size determination problem for clinical trials

In this paper we introduce a stochastic optimization method based ona mixed Bayesian/frequentist approach to a sample size determinationproblem in a clinical trial. The data are assumed to come from a nor-mal distribution for which both the mean and the variance are unknown.In contrast to the usual Bayesian decision theoretic methodology, whichassumes a single decision maker, our method recogni...

متن کامل

A Decision between Bayesian and Frequentist Upper Limit in Analyzing Continuous Gravitational Waves

Given the sensitivity of current ground-based Gravitational Wave (GW) detectors, any continuous-wave signal we can realistically expect will be at a level or below the background noise. Hence, any data analysis of detector data will need to rely on statistical techniques to separate the signal from the noise. While with the current sensitivity of our detectors we do not expect to detect any tru...

متن کامل

Comparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis

 This article is concerned with the comparison P-value and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-value of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-value is compared with the lower bound of posterior probability when the ...

متن کامل

Location Reparameterization and Default Priors for Statistical Analysis

This paper develops default priors for Bayesian analysis that reproduce familiar frequentist and Bayesian analyses for models that are exponential or location. For the vector parameter case there is an information adjustment that avoids the Bayesian marginalization paradoxes and properly targets the prior on the parameter of interest thus adjusting for any complicating nonlinearity the details ...

متن کامل

Bayesian Prediction Intervals under Bivariate Truncated Generalized Cauchy Distribution

Ateya and Madhagi (2011) introduced a multivariate form of truncated generalized Cauchy distribution (TGCD), which introduced by Ateya and Al-Hussaini (2007). The multivariate version of (TGCD) is denoted by (MVTGCD). Among the features of this form are that subvectors and conditional subvectors of random vectors, distributed according to this distribution, have the same form of distribution ...

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

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006