A new approach to Bayesian hypothesis testing

• المؤلفون الرئيسيون: LI, Yong, ZENG, Tao, YU, Jun
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2014
• الموضوعات: Bayes factor; Decision theory; EM algorithm; Deviance; Markov chain Monte Carlo; Latent variable models; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1550; https://ink.library.smu.edu.sg/context/soe_research/article/2549/viewcontent/NewApproachBaynesianHypothesisTesting_2014.pdf

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...