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

Access to Document

10.1080/03610929808832233

Cite this

@article{c8b20963a09d47bb9cd4cb35fcb1fba2,

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

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.",

keywords = "Bayes factor, Monte Carlo",

author = "Oh, \{Man Suk\}",

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.",

year = "1998",

doi = "10.1080/03610929808832233",

language = "English",

volume = "27",

pages = "2371--2389",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor and Francis Ltd.",

number = "10",

}

TY - JOUR

T1 - A Bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal distribution

AU - Oh, Man Suk

N1 - 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.

PY - 1998

Y1 - 1998

N2 - 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.

AB - 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.

KW - Bayes factor

KW - Monte Carlo

UR - https://www.scopus.com/pages/publications/26944453680

U2 - 10.1080/03610929808832233

DO - 10.1080/03610929808832233

M3 - Article

AN - SCOPUS:26944453680

SN - 0361-0926

VL - 27

SP - 2371

EP - 2389

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 10

ER -

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

Abstract

Bibliographical note

Keywords

Access to Document

Fingerprint

Cite this