Bayesian Testing of a Point Null Hypothesis Based on the Latent Information Prior

被引:0
|
作者
Komaki, Fumiyasu [1 ,2 ]
机构
[1] Univ Tokyo, Dept Math Informat, Grad Sch Informat Sci & Technol, Tokyo 1138656, Japan
[2] RIKEN, Brain Sci Inst, Wako, Saitama 3510198, Japan
来源
ENTROPY | 2013年 / 15卷 / 10期
基金
日本学术振兴会;
关键词
conditional mutual information; discrete prior; Kullback-Leibler divergence; prediction; reference prior; Jeffreys-Lindley paradox; DISTRIBUTIONS; PREDICTION; INFERENCE; CAPACITY; ENTROPY;
D O I
10.3390/e15104416
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Bayesian testing of a point null hypothesis is considered. The null hypothesis is that an observation, x, is distributed according to the normal distribution with a mean of zero and known variance sigma(2). The alternative hypothesis is that x is distributed according to a normal distribution with an unknown nonzero mean, mu, and variance sigma(2). The testing problem is formulated as a prediction problem. Bayesian testing based on priors constructed by using conditional mutual information is investigated.
引用
收藏
页码:4416 / 4431
页数:16
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