| 正态模型下单边假设检验问题中频率与贝叶斯证据的一致性 |
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| 引用本文： | 尹玉良,赵俊龙,徐兴忠.正态模型下单边假设检验问题中频率与贝叶斯证据的一致性[J].北京理工大学学报,2011(8):1001-1004. |
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| 作者姓名： | 尹玉良 赵俊龙 徐兴忠 |
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| 作者单位： | 北京理工大学理学院;北京航空航天大学数学与系统科学学院数学信息与行为教育部重点实验室; |
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| 基金项目： | 国家自然科学基金资助项目(11071015,11026049); 国家教育部人文社科基金资助项目(10YJC910013) |
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| 摘 要： | 假设检验问题中的频率与贝叶斯证据的一致性或和谐性是频率学派和贝叶斯学派所共同关心的问题.研究正态模型下单边假设检验问题中广义p-值以及Jeffreys无信息先验下的贝叶斯证据,证明了各种检验问题中两类证据的一致性.
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| 关 键 词： | 先验分布 后验概率 广义p-值 讨厌参数 |
| 收稿时间： | 2010/9/25 0:00:00 |
Consistency of the Frequentist and Bayesian Evidence in the One-Sided Testing Problems Under Normal Models |
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| YIN Yu-liang,ZHAO Jun-long and XU Xing-zhong.Consistency of the Frequentist and Bayesian Evidence in the One-Sided Testing Problems Under Normal Models[J].Journal of Beijing Institute of Technology(Natural Science Edition),2011(8):1001-1004. |
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| Authors: | YIN Yu-liang ZHAO Jun-long and XU Xing-zhong |
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| Institution: | YIN Yu-liang1,ZHAO Jun-long2,XU Xing-zhong1(1.School of Science,Beijing Institute of Technology,Beijing 100081,China,2.School of Mathematics and System Science,LMIB of the Ministry of Education,Beihang University,Beijing 100191,China) |
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| Abstract: | The agreement or reconcilability of the frequentist and Bayesian evidence in testing statistical hypotheses is commonly concerned by both the frequentist and the Bayesian school.For the one-sided hypothesis testing problem in the presence of nuisance parameters under normal distributions,the p-value and the Bayesian evidence against the null hypothesis were studied.It is shown that,for a variety of testing problems,these two kinds of evidence can reach an agreement. |
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| Keywords: | prior distribution posterior probability generalized p-value nuisance parameters |
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