Objective Bayesian testing for the linear combinations of normal means

被引：0
作者：
Woo Dong Lee
Sang Gil Kang
Yongku Kim
机构：
[1] Daegu Haany University,Department of Data Management
[2] Sangji University,Department of Computer and Data Information
[3] Kyungpook National University,Department of Statistics
来源：
Statistical Papers | 2019年 / 60卷
关键词：
Bayes factor; Divergence-based prior; Intrinsic prior; Linear combinations of normal means; Reference prior;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This study considers objective Bayesian testing for the linear combinations of the means of several normal populations. We propose solutions based on a Bayesian model selection procedure to this problem in which no subjective input is considered. We first construct suitable priors to test the linear combinations of means based on measuring the divergence between competing models (so-called divergence-based priors). Next, we derive the intrinsic priors for which the Bayes factors and model selection probabilities are well defined. Finally, the behavior of the Bayes factors based on the DB priors, intrinsic priors, and classical test are compared in a simulation study and an example.
引用
收藏
页码：147 / 172
页数：25
相关论文
共 33 条
  • [1] Bayarri MJ(2007)Extending conventional priors for testing general hypotheses in linear model Biometrika 94 135-152
  • [2] García-Donato G(2008)Generalization of Jeffreys divergence-based priors for Bayesian hypothesis testing J R Stat Soc B 70 981-1003
  • [3] Bayarri MJ(1996)The intrinsic Bayes factor for model selection and prediction J Am Stat Assoc 91 109-122
  • [4] García-Donato G(1999)Default Bayes factors for nonnested hypothesis testing J Am Stat Assoc 94 542-554
  • [5] Berger JO(2002)Bayesian hypothesis testing: a reference approach Int Stat Rev 70 351-372
  • [6] Pericchi LR(1987)Orthogonal parameters and approximate conditional inference (with discussion) J R Stat Soc B 49 1-39
  • [7] Berger JO(1995)Some remarks on noninformative priors J Am Stat Assoc 90 1357-1363
  • [8] Mortera J(1999)Methods for default and robust Bayesian model comparison: the fractional Bayes factor approach Int Stat Rev 67 267-286
  • [9] Bernardo JM(2007)Objective priors for hypothesis testing in one-way random effects models Can J Stat 35 303-320
  • [10] Rueda R(1992)Approximate Bayes factors and orthogonal parameters, with application to testing equality of two binomial proportions J R Stat Soc Ser B 54 129-144
1234