The two-sample problem via relative belief ratio

被引：7

作者：

Al-Labadi, Luai ^{[1
]}

机构：

[1] Univ Toronto, Dept Math & Computat Sci, Mississauga, ON L5L 1C6, Canada

来源：

COMPUTATIONAL STATISTICS | 2021年 / 36卷 / 03期

关键词：

Dirichlet process; Hypothesis testing; Relative belief inferences; DIRICHLET PROCESS; BAYESIAN-ANALYSIS; SIMULATION; MODEL;

D O I：

10.1007/s00180-020-00988-y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with a new Bayesian approach to the two-sample problem. For two independent samples, the interest is to determine whether the two samples are generated from the same population. At first, two Dirichlet processes are considered as priors for the true distributions generated the data. Then the concentration of the posterior distribution of the distance between the two processes is compared to the concentration of the prior distribution of the distance between the two processes through the relative belief ratio. Many theoretical properties of the procedure have been developed. Several examples have been discussed to illustrate the approach.

引用

页码：1791 / 1808

页数：18

共 36 条

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