A Generalization of the Savage–Dickey Density Ratio for Testing Equality and Order Constrained Hypotheses

DOI10.1080/00031305.2020.1799861OpenAlexW3044994444MaRDI QIDQ5050809FDOQ5050809

Authors: Joris Mulder, Eric-Jan Wagenmakers, Maarten Marsman 

Publication date: 18 November 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.09899

Recommendations

• Order criteria for testing the hypothesis on equality of the distribution functions for two general populations
• scientific article
• On testing hypotheses of equality distribution densities
• Hypotheses testing for generalized order statistics with simple order restrictions on model parameters under the alternative
• scientific article
• Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency
• A class of distribution-free tests for testing homogeneity against ordered alternatives
• Testing the equality of multinomial populations ordered by increasing convexity under the alternative
• A likelihood ratio test for equality of natural parameters for generalized Riesz distributions

zbMATH Keywords

Bayes factorsconstrained hypothesesconstrained multinomial modelsconstrained multivariate Bayesian \(t\)-test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Bayesian tests on components of the compound symmetry covariance matrix
• Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
• Title not available (Why is that?)
• Mixtures of g Priors for Bayesian Variable Selection
• Title not available (Why is that?)
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Bayes Factors
• Title not available (Why is that?)
• Default Bayes factors for ANOVA designs
• Bayes factor testing of multiple intraclass correlations
• Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
• On resolving the Savage-Dickey paradox
• Compatibility of prior specifications across linear models
• Testing For and Against an Order Restriction on Multinomial Parameters
• A caveat on the Savage–Dickey density ratio: The case of computing Bayes factors for regression parameters
• A Conditionally Distribution-Free Multivariate Sign Test for One-Sided Alternatives

Cited In (1)

• A general approximation to nested Bayes factors with informed priors

Uses Software

• BayesDA

This page was built for publication: A Generalization of the Savage–Dickey Density Ratio for Testing Equality and Order Constrained Hypotheses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5050809)