贝叶斯\bmχ\bm2检验的修正

何道江,徐兴忠

系统科学与数学 ›› 2013, Vol. 33 ›› Issue (11) : 1272-1280.

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系统科学与数学 ›› 2013, Vol. 33 ›› Issue (11) : 1272-1280. DOI: 10.12341/jssms12204
论文

贝叶斯\bmχ\bm2检验的修正

    何道江1,徐兴忠2
作者信息 +

MODIFICATIONS TO A BAYESIAN 2 TEST

    HE Daojiang1, XU Xingzhong2
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文章历史 +

摘要

对Johnson (2004)提出的Bayesχ2-检验进行了两种修正, 一种修正是基于后验期望和后验分位数,另一种修正是基于后验预测 p-值的概念修正的检验不仅大大减小了计算的复杂度, 而且从模拟结果来看,在功效上有明显的改进和提高.

Abstract

In this paper, we present two classes of modifications to the Bayesian 2 test proposed by Johnson (2004). One methois based on the posterior mean
and posterior quantiles, the other is based on the concept of the posterior predictive p-value. The new tests are not only easy to compute, but also have some better performances in the power.

Key words

χ2 test,  / posterior distribution, posterior predictive p-value, Jeffreys piror.

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何道江,徐兴忠. 贝叶斯\bmχ\bm2检验的修正. 系统科学与数学, 2013, 33(11): 1272-1280. https://doi.org/10.12341/jssms12204
HE Daojiang, XU Xingzhong. MODIFICATIONS TO A BAYESIAN 2 TEST. Journal of Systems Science and Mathematical Sciences, 2013, 33(11): 1272-1280 https://doi.org/10.12341/jssms12204
中图分类号: 62G10   
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