View : 81 Download: 0

A Bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal distribution

Title
A Bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal distribution
Authors
Oh M.-S.
Ewha Authors
오만숙
SCOPUS Author ID
오만숙scopus
Issue Date
1998
Journal Title
Communications in Statistics - Theory and Methods
ISSN
0361-0926JCR Link
Citation
vol. 27, no. 10, pp. 2371 - 2389
Indexed
SCIE; SCOPUS WOS scopus
Abstract
A Bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal distribution is developed. Expressions for Bayes factors are derived in various cases and Monte Carlo approximation methods are suggested. For comparison of the Bayes test with a classical test, lower bounds of the posterior probability of the null hypothesis over some reasonable classes of prior distributions are derived and compared with the p-value of the classical likelihood ratio test. Copyright © 1998 by Marcel Dekker, Inc.
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
Files in This Item:
There are no files associated with this item.
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE