Power analysis and type I and type II error rates of Bayesian nonparametric two-sample tests for location-shifts based on the Bayes factor under Cauchy priors

DOI10.1016/j.csda.2021.107326OpenAlexW3192724178MaRDI QIDQ2242153

Riko Kelter

Publication date: 9 November 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107326

zbMATH Keywords

Bayesian statisticstype I errortwo-sample testshypothesis teststype II errornonparametric hypothesis testsreproducibility crisis

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A Bayesian spatial scan statistic for multinomial data

Uses Software

• JASP
• bayestestR
• fbst
• bayest

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Two-sample Bayesian nonparametric hypothesis testing
• The philosophy of Bayes factors and the quantification of statistical evidence
• The expected demise of the Bayes factor
• Nonparametric Bayes classification and hypothesis testing on manifolds
• A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
• Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
• The interface between statistics and philosophy of science. With comments and a rejoinder by the author
• Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors
• Prior distributions on spaces of probability measures
• A unified conditional frequentist and Bayesian test for fixed and sequential simple hypothesis testing
• Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
• Nonparametric Bayesian model selection and averaging
• Bayesian nonparametric inference on stochastic ordering
• On the Foundations of Statistical Inference
• Nonparametric Bayes Testing of Changes in a Response Distribution with an Ordinal Predictor
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• The Calculation of Posterior Distributions by Data Augmentation
• Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Bayes Factors
• Calibration ofρValues for Testing Precise Null Hypotheses
• The Weighted Likelihood Ratio, Sharp Hypotheses about Chances, the Order of a Markov Chain
• Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's ρ
• Moving to a World Beyond “p < 0.05”
• The ASA Statement on p-Values: Context, Process, and Purpose
• How the Maximal Evidence of P-Values Against Point Null Hypotheses Depends on Sample Size

This page was built for publication: Power analysis and type I and type II error rates of Bayesian nonparametric two-sample tests for location-shifts based on the Bayes factor under Cauchy priors