A new approach to Bayesian hypothesis testing

A new approach to Bayesian hypothesis testing

In this paper a new Bayesian approach is proposed to test a point null hypothesis based on the deviance in a decision-theoretical framework. The proposed test statistic may be regarded as the Bayesian version of the likelihood ratio test and appeals in practical applications with three desirable pro...

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Bibliographic Details
Main Authors: LI, Yong, ZENG, Tao, YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
Bayes factor
Decision theory
EM algorithm
Deviance
Markov chain Monte Carlo
Latent variable models
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1550
https://ink.library.smu.edu.sg/context/soe_research/article/2549/viewcontent/NewApproachBaynesianHypothesisTesting_2014.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1550
https://ink.library.smu.edu.sg/context/soe_research/article/2549/viewcontent/NewApproachBaynesianHypothesisTesting_2014.pdf

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