Monte Carlo;
hypothesis testing;
Dirichlet process;
prior elicitation;
D O I:
10.1080/03610929908832452
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
This paper develops an approach to testing the adequacy of both classical:and Bayesian models given sample data. An important. feature of the approach is that we are able to test the practical scientific hypothesis of whether the true underlying model is-close to some hypothesized model. The notion of closeness is based on measurement precision anti requires the introduction of a metric for which we consider the Kolmogorov distance. The approach is nonparametric in the sense that the model under the alternative hypothesis is a:Dirichlet process.
机构:
Novosibirsk State Tech Univ, Pr Karla Marksa 20, Novosibirsk 630092, RussiaNovosibirsk State Tech Univ, Pr Karla Marksa 20, Novosibirsk 630092, Russia
Galanova, N. S.
Lemeshko, B. Yu.
论文数: 0引用数: 0
h-index: 0
机构:
Novosibirsk State Tech Univ, Pr Karla Marksa 20, Novosibirsk 630092, RussiaNovosibirsk State Tech Univ, Pr Karla Marksa 20, Novosibirsk 630092, Russia
Lemeshko, B. Yu.
Chimitova, E. V.
论文数: 0引用数: 0
h-index: 0
机构:
Novosibirsk State Tech Univ, Pr Karla Marksa 20, Novosibirsk 630092, RussiaNovosibirsk State Tech Univ, Pr Karla Marksa 20, Novosibirsk 630092, Russia