A Bayesian solution for a statistical auditing problem

نویسنده

  • Glen Meeden
چکیده

1 SUMMARY Auditors often consider a stratified finite population where each unit is classified as either acceptable or in error. Based on a random sample the auditor may be required to give an upper confidence bound for the number of units in the population that are in error. In other cases the auditor may need to give a p value for the hypothesis that at least 5% of the units in the population are in error. Frequentist methods for these problems are not straightforward and can be difficult to compute. Here we give a noninformative Bayesian solution for these problems. This approach is easy to implement and is seen to have good frequentist properties.

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

Analysis of Dependency Structure of Default Processes Based on Bayesian Copula

One of the main problems in credit risk management is the correlated default. In large portfolios, computing the default dependencies among issuers is an essential part in quantifying the portfolio's credit. The most important problems related to credit risk management are understanding the complex dependence structure of the associated variables and lacking the data. This paper aims at introdu...

متن کامل

Security and Auditing Protection Method for Statistical Database

According to the statistical data security and auditing requirement, an effective Security Protection Method and a Rules-based Statistical Data Auditing (RSDA) solution are given. In this article, we introduce the classification and expression of statistical auditing rule.

متن کامل

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

Computational complexity of auditing finite attributes in statistical databases

We study the computational complexity of auditing finite attributes in databases allowing statistical queries. Given a database that supports statistical queries, the auditing problem is to check whether an attribute can be completely determined or not from a given set of statistical information. Some restricted cases of this problem have been investigated earlier, e.g. the complexity of statis...

متن کامل

Bayesian Optimum Design Criterion for Multi Models Discrimination

The problem of obtaining the optimum design, which is able to discriminate between several rival models has been considered in this paper. We give an optimality-criterion, using a Bayesian approach. This is an extension of the Bayesian KL-optimality to more than two models. A modification is made to deal with nested models. The proposed Bayesian optimality criterion is a weighted average, where...

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 2002