A Bayesian Chi-Squared Test for Hypothesis Testing

A Bayesian Chi-Squared Test for Hypothesis Testing

A new Bayesian test statistic is proposed to test a point null hypothesis based on of regular conditions and follows a chi-squared distribution when the null hypothesis is correct. The new statistic has several important advantages that make it appeal in practical applications. First, it is well-def...

Full description

Saved in:
Bibliographic Details
Main Authors: LI, Yong, LIU, Xiao-Bin, YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
Bayes factor; Decision theory; EM algorithm; Lagrange multiplier; Markov chain Monte Carlo; Latent variable models.
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1588
https://ink.library.smu.edu.sg/context/soe_research/article/2587/viewcontent/03_2014.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1588
https://ink.library.smu.edu.sg/context/soe_research/article/2587/viewcontent/03_2014.pdf

Similar Items