The calibration of P-values, posterior Bayes factors and the AIC from the posterior distribution of the likelihood

被引：20

作者：

Aitkin, M ^{[1
]}

机构：

[1] UNIV NEWCASTLE,DEPT STAT,NEWCASTLE TYNE NE1 7RU,TYNE & WEAR,ENGLAND

来源：

STATISTICS AND COMPUTING | 1997年 / 7卷 / 04期

关键词：

P-value; likelihood; posterior distribution; Bayes factor; fractional Bayes factor; posterior Bayes factor; AIC;

D O I：

10.1023/A:1018550505678

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The posterior distribution of the likelihood is used to interpret the evidential meaning of P-values, posterior Bayes factors and Akaike's information criterion when comparing point null hypotheses with composite alternatives. Asymptotic arguments lead to simple re-calibrations of these criteria in terms of posterior tail probabilities of the likelihood ratio. (`Prior') Bayes factors cannot be calibrated in this way as they are model-specific.

引用

页码：253 / 261

页数：9

共 13 条

[1] AITKIN M, 1991, J ROY STAT SOC B MET, V53, P111
[2] AITKIN M, 1992, MATH SCI, V17, P15
[3] Akaike H., 1973, 2 INT S INFORM THEOR, P267, DOI [10.1007/978-1-4612-1694-0_15, DOI 10.1007/978-1-4612-1694-0_15]
[4] [Anonymous], P C FUND QUEST STAT
[5] ANSCOMBE FJ, 1964, ANN I STAT MATH, V26, P1
[6] Bartlett M. S., 1957, BIOMETRIKA, V44, P533, DOI [10.1093/biomet/44.3-4.533, DOI 10.1093/BIOMET/44.3-4.533]
[7] BERGER JO, 1987, J AM STAT ASSOC, V82, P112, DOI 10.2307/2289131
[8] Berger JO., 1985, STATISTICAL DECISION
[9] SOME STATISTICAL ISSUES IN MEDICINE AND FORENSICS
GEISSER, S
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1992, 87 (419) : 607 - 614
[10] Lindley D. V., 1993, MATH SCI, V18, P60

← 1 2 →