epsilon-Contaminated priors in contingency tables

An r x s table is used for different approaches to statistical inference. We develop a Bayesian procedure to test simple null hypotheses versus bilateral alternatives in contingency tables. We consider testing equality of proportions of independent multinomial distributions when the common proportio...

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Detalles Bibliográficos
Autores: Gómez Villegas, Miguel Ángel, González Pérez, Beatriz
Tipo de recurso: artículo
Fecha de publicación:2008
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/49411
Acceso en línea:https://hdl.handle.net/20.500.14352/49411
Access Level:acceso abierto
Palabra clave:519.22
Contingency tables
Epsilon-contaminated priors
Test statistic
Critical region
P-values
Posterior probabilities
Reconciliation
Estadística matemática (Matemáticas)
1209 Estadística
Descripción
Sumario:An r x s table is used for different approaches to statistical inference. We develop a Bayesian procedure to test simple null hypotheses versus bilateral alternatives in contingency tables. We consider testing equality of proportions of independent multinomial distributions when the common proportions are known. A lower bound of the posterior probabilities of the null hypothesis is calculated with respect to a mixture of a point prior on the null and an epsilon-contaminated prior on the proportions under the alternative. The resulting Bayes tests are compared numerically to Pearson's chi(2) in a number of examples. For the examined examples the lower bound and the p-value can be made close. The obtained results are generalized when the common proportions vector under the null is unknown or has a known functional form.