测试假设的客观和强大的贝叶斯因子 一个样本和两个人群意味着一个样本和两个人群
Israel A Almodóvar-Rivera1, Luis R Pericchi-Guerra2
1Department of Mathematical Sciences, University of Puerto Rico at Mayagüez, Mayagüez, PR 00680, USA.
Entropy (Basel, Switzerland)
|January 26, 2024
概括
这项研究引入了一种强大的贝叶斯式方法来测试假设,提供可靠的方法来比较平均值. 新的贝叶斯因子和BIC-TESS提供了支持或反对假设的有力证据,即使差异相等.
科学领域:
- 统计 统计 统计 统计
- 贝叶斯的推理是贝叶斯的推理.
背景情况:
- 学生的t测试,一个基本的统计工具,已被使用了一个多世纪.
- 客观贝叶斯程序对于常规的统计实践至关重要.
研究的目的:
- 提出一个客观和强大的贝叶斯方法来比较一个样本和两个样本的平均值.
- 引入新的贝叶斯因子和修正的贝叶斯信息标准 (BIC-TESS) 进行假设测试.
主要方法:
- 使用内在和伯格强大的先验来计算贝叶斯因子.
- 开发了基于有效样本大小 (TESS) 的BIC-TESS,用于比较人口平均值.
- 进行模拟实验,以评估拟议方法的性能.
主要成果:
- 提出的贝叶斯方法论始终倾向于在平均值和方差等时支持零假设.
- 在模拟中证明了有限样本的一致性和稳定的定性行为.
- 应用于Gosset睡眠数据,发现有显著证据表明治疗之间平均睡眠时间有所不同.
结论:
- 开发的贝叶斯方法提供了一个可靠和客观的替代方案,用于测试假设的平均值比较.
- 这些方法很实用,特别适用于中等到大样本,提供接近传统方法的结果.
- 这项研究证实了强大的贝叶斯方法在现实世界数据分析中的实用性.
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