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

[21] A nonparametric assessment of model adequacy based on Kullback-Leibler divergence [J].

Hsieh, Ping-Hung .

STATISTICS AND COMPUTING, 2013, 23 (02) :149-162

[22] TWO-SAMPLE HYPOTHESIS TESTING UNDER LEHMANN ALTERNATIVES AND POLYA TREE PRIORS [J].

Huang, Lei ;

Ghosh, Malay .

STATISTICA SINICA, 2014, 24 (04) :1717-1733

[23]

James L. F., 2008, Inst. Math. Stat. (IMS) Collect., V3, P187, DOI 10.1214/074921708000000147

[24] Coupling Optional Polya Trees and the Two Sample Problem [J].

Ma, Li ;

Wong, Wing Hung .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2011, 106 (496) :1553-1565

[25] Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions [J].

McVinish, Ross ;

Rousseau, Judith ;

Mengersen, Kerrie .

SCANDINAVIAN JOURNAL OF STATISTICS, 2009, 36 (02) :337-354

[26]

Nott D, 2018, STAT SCI

[27]

Nott D. J., 2020, BAYESIAN ANAL

[28]

Rudin W., 1974, REAL COMPLEX ANAL

[29]

SETHURAMAN J, 1994, STAT SINICA, V4, P639

[30] Non parametric Bayesian analysis of the two-sample problem with censoring [J].

Shang, Kan ;

Reilly, Cavan .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (24) :12008-12022

← 1 2 3 4 →