A Bayesian Analysis for the Homogeneity Testing Problem Using epsilon-Contaminated Priors

作者：Gomez Villegas Miguel A^*; Gonzalez Perez Beatriz

来源：Communications in Statistics - Theory and Methods, 2011, 40(6): 1049-1062.

DOI：10.1080/03610920903520547

• epsilon-Contaminated priors
• Contingency tables
• Homogeneity testing problem
• p-Values
• Posterior probabilities

In this article the problem of testing if r populations have the same distribution from a Bayesian perspective is studied using r x s contingency tables and epsilon-contaminated priors. A procedure to build a mixed prior distribution is introduced and a justification for this construction based on a measure of discrepancy is given. A lower bound for the posterior probabilities of the homogeneity null hypothesis, when the prior is in the class of epsilon-contaminated distributions, is calculated and compared numerically with the usual p-value. Examples show that the discrepancy between both is more acute when the mass assigned to the null in the mixed prior distribution is 0.5.

• 出版日期2011