L. Al-Labadi, Yifan Cheng, Forough Fazeli-Asl, Kyuson Lim, Ya-Fang Weng
{"title":"比例的贝叶斯单样本检验","authors":"L. Al-Labadi, Yifan Cheng, Forough Fazeli-Asl, Kyuson Lim, Ya-Fang Weng","doi":"10.3390/stats5040075","DOIUrl":null,"url":null,"abstract":"This paper deals with a new Bayesian approach to the one-sample test for proportion. More specifically, let x=(x1,…,xn) be an independent random sample of size n from a Bernoulli distribution with an unknown parameter θ. For a fixed value θ0, the goal is to test the null hypothesis H0:θ=θ0 against all possible alternatives. The proposed approach is based on using the well-known formula of the Kullback–Leibler divergence between two binomial distributions chosen in a certain way. Then, the difference of the distance from a priori to a posteriori is compared through the relative belief ratio (a measure of evidence). Some theoretical properties of the method are developed. Examples and simulation results are included.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.9000,"publicationDate":"2022-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A Bayesian One-Sample Test for Proportion\",\"authors\":\"L. Al-Labadi, Yifan Cheng, Forough Fazeli-Asl, Kyuson Lim, Ya-Fang Weng\",\"doi\":\"10.3390/stats5040075\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper deals with a new Bayesian approach to the one-sample test for proportion. More specifically, let x=(x1,…,xn) be an independent random sample of size n from a Bernoulli distribution with an unknown parameter θ. For a fixed value θ0, the goal is to test the null hypothesis H0:θ=θ0 against all possible alternatives. The proposed approach is based on using the well-known formula of the Kullback–Leibler divergence between two binomial distributions chosen in a certain way. Then, the difference of the distance from a priori to a posteriori is compared through the relative belief ratio (a measure of evidence). Some theoretical properties of the method are developed. Examples and simulation results are included.\",\"PeriodicalId\":93142,\"journal\":{\"name\":\"Stats\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2022-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stats\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3390/stats5040075\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stats","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3390/stats5040075","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
This paper deals with a new Bayesian approach to the one-sample test for proportion. More specifically, let x=(x1,…,xn) be an independent random sample of size n from a Bernoulli distribution with an unknown parameter θ. For a fixed value θ0, the goal is to test the null hypothesis H0:θ=θ0 against all possible alternatives. The proposed approach is based on using the well-known formula of the Kullback–Leibler divergence between two binomial distributions chosen in a certain way. Then, the difference of the distance from a priori to a posteriori is compared through the relative belief ratio (a measure of evidence). Some theoretical properties of the method are developed. Examples and simulation results are included.