A Bayesian Chi-squared test for hypothesis testing
A new Bayesian test statistic is proposed to test a point null hypothesis based on a quadratic loss. The proposed test statistic may be regarded as the Bayesian version of the Lagrange multiplier test. Its asymptotic distribution is obtained based on a set of regular conditions and follows a chi-squ...
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| Main Authors: | , , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2015
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| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/1862 https://ink.library.smu.edu.sg/context/soe_research/article/2862/viewcontent/9098005.pdf |
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