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

Gómez Villegas, Miguel Ángel and González Pérez, Beatriz (2006) A condition to obtain the same decision in the homogeneity testing problem from the frequentist and Bayesian point of view. Communications in statistics. Theory and methods, 35 (12). pp. 2211-2222. ISSN 1532-415X

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Abstract

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.


Item Type:Article
Uncontrolled Keywords:Contingency tables, p-values, Posterior probabilities, Reconciliation
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:11146
Deposited On:10 Sep 2010 08:36
Last Modified:06 Feb 2014 08:57

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