PREDICTIVE CREDIBLE REGION FOR BAYESIAN DIAGNOSIS OF A HYPOTHESIS

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概要

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• A Bayesian method for diagnosing a hypothesis is proposed in terms of the optimum Bayesian predictor under the <var>e</var>-divergence loss. We introduce a predictive credible region as a modified version of a posterior credible region. The predictive credible region is closely related to the complement of the rejection region of the likelihood ratio test in the frequentist context. As an application we revisit the controversy regarding Lindleys paradox, and observe satisfactory performance of the proposed credible region in contrast to the Bayes factor. Another important application concerns a method for analyzing additional evidence when a hypothesis is once rejected.

• 日本統計学会の論文
• 2009-06-01

著者

• Ohnishi Toshio

  The Institute Of Statistical Mathematics

• Yanagimoto Takemi

  Department Of Industrial And Systems Engineering Chuo University

関連論文

• DUALITY INDUCED FROM CONJUGACY IN THE CURVED EXPONENTIAL FAMILY
• PREDICTIVE CREDIBLE REGION FOR BAYESIAN DIAGNOSIS OF A HYPOTHESIS
• ELECTROSTATIC VIEWS OF STEIN-TYPE ESTIMATION OF LOCATION VECTORS

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