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

Man Suk Oh

doi:10.1080/03610929808832233

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

Man Suk Oh

Department of Statistics

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

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.

Original language	English
Pages (from-to)	2371-2389
Number of pages	19
Journal	Communications in Statistics - Theory and Methods
Volume	27
Issue number	10
DOIs	https://doi.org/10.1080/03610929808832233
State	Published - 1998

Bibliographical note

Funding Information:
The author would like to thank two anonymous referees and Professor Dong-Wan Shin for helpful comments which lead to a significant improvement of the paper. This work was supported by KOSEF 971-0105-066-1, Korea.

Keywords

Bayes factor
Monte Carlo

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10.1080/03610929808832233

Cite this

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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.",

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

Abstract

Bibliographical note

Keywords

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