Logical coherence in Bayesian simultaneous three-way hypothesis tests

التفاصيل البيبلوغرافية
العنوان: Logical coherence in Bayesian simultaneous three-way hypothesis tests
المؤلفون: Reimann, Bernardo F., Izbicki, Rafael, Stern, Julio M., Stern, Rafael B., Esteves, Luis G.
سنة النشر: 2022
المجموعة: Mathematics
Statistics
مصطلحات موضوعية: Mathematics - Statistics Theory, 62C10
الوصف: This paper studies whether Bayesian simultaneous three-way hypothesis tests can be logically coherent. Two types of results are obtained. First, under the standard error-wise constant loss, only for a limited set of models can a Bayes simultaneous test be logically coherent. Second, if more general loss functions are used, then it is possible to obtain Bayes simultaneous tests that are always logically coherent. An explicit example of such a loss function is provided.
Comment: 19 pages, 1 figure
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2204.01495
رقم الأكسشن: edsarx.2204.01495
قاعدة البيانات: arXiv