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A Bayesian Test For The Mean Of The Power Exponential Distribution


Gómez Villegas, Miguel A. y Portela García-Miguel, Javier y Sanz San Miguel, Luis (2008) A Bayesian Test For The Mean Of The Power Exponential Distribution. Communications in statistics. Theory and methods, 37 (18). pp. 2865-2876. ISSN 0361-0926

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In this article, we deal with the problem of testing a point null hypothesis for the mean of a multivariate power exponential distribution. We study the conditions under which Bayesian and frequentist approaches can match. In this comparison it is observed that the tails of the model are the key to explain the reconciliability or irreconciliability between the two approaches.

Tipo de documento:Artículo
Palabras clave:Mixed prior distributions; Multivariate point null hypothesis; Posterior probability; Power exponential distribution; p-value; Robust Bayesian analysis.
Materias:Ciencias > Matemáticas > Estadística matemática
Código ID:15906

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Última Modificación:04 Mar 2016 14:55

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