A condition to obtain the same decision in the homogeneity testing problem from the frequentist and Bayesian point of view

We develop a Bayesian procedure for the homogeneity testing problem of r populations using r×s contingency tables. The posterior probability of the homogeneity null hypothesis is calculated using a mixed prior distribution. The methodology consist of choosing an appropriate value of π0 for the mass...

Descripción completa

Detalles Bibliográficos
Autores: Gómez Villegas, Miguel Ángel, González Pérez, Beatriz
Tipo de recurso: artículo
Fecha de publicación:2006
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/49406
Acceso en línea:https://hdl.handle.net/20.500.14352/49406
Access Level:acceso abierto
Palabra clave:519.22
Contingency tables
p-values
Posterior probabilities
Reconciliation
Estadística matemática (Matemáticas)
1209 Estadística
Descripción
Sumario:We develop a Bayesian procedure for the homogeneity testing problem of r populations using r×s contingency tables. The posterior probability of the homogeneity null hypothesis is calculated using a mixed prior distribution. The methodology consist of choosing an appropriate value of π0 for the mass assigned to the null and spreading the remainder, 1 − π0, over the alternative according to a density function. With this method, a theorem which shows when the same conclusion is reached from both frequentist and bayesian points of view is obtained. A sufficient condition under which the p-value is less than a value α and the posterior probability is also less than 0.5 is provided.