Two-sample Bayesian nonparametric hypothesis testing

Holmes, Chris C. and Caron, Francois and Griffin, Jim E. and Stephens, David A. (2015) Two-sample Bayesian nonparametric hypothesis testing. Bayesian Analysis, 10 . pp. 297-320. ISSN 1936-0975. (doi:https://doi.org/10.1214/14-BA914) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

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Official URL
http://dx.doi.org/10.1214/14-BA914

Abstract

In this article we describe Bayesian nonparametric procedures for two-sample hypothesis testing. Namely, given two sets of samples y(1)˜F(1) and y(2)˜F(2), with F(1),F(2) unknown, we wish to evaluate the evidence for the null hypothesis H0:F(1)?F(2) versus the alternative H1:F(1)?F(2). Our method is based upon a nonparametric Pólya tree prior centered either subjectively or using an empirical procedure. We show that the Pólya tree prior leads to an analytic expression for the marginal likelihood under the two hypotheses and hence an explicit measure of the probability of the null Pr(H0|{y(1),y(2)})

Item Type: Article
Uncontrolled keywords: Bayesian nonparametrics, Polya tree, hypothesis testing
Subjects: Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Jim Griffin
Date Deposited: 14 Aug 2015 13:16 UTC
Last Modified: 17 Aug 2015 12:55 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/50193 (The current URI for this page, for reference purposes)
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