• Title/Summary/Keyword: Bayesian P-value

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On a Bayesian P-value with the Coherence Property

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.731-740
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    • 2003
  • Schervish(1996) and Lavine and Schervish(1999) have shown that the classical P-values and the Bayes factors fail to achieve the so-called coherence property, respectively. In this paper, we propose a new type of Bayesian P-value, namely the type LR Bayesian P-value, satisfying the coherence property. The proposed Bayesian P-values are very easy to use with since they are simple functions of likelihood ratio. Their performances are discussed and compared with those of other methods under several situations.

Inferential Problems in Bayesian Logistic Regression Models (베이지안 로지스틱 회귀모형에서의 추론에 대한 연구)

  • Hwang, Jin-Soo;Kang, Sung-Chan
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1149-1160
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    • 2011
  • Model selection and hypothesis testing problems in Bayesian inference are still debated between scholars. Bayesian factors traditionally used as a criterion in Bayesian hypothesis testing and model selection, are easy to understand but sometimes hard to compute. In addition, there are other model selection criterions such as DIC(Deviance Information Criterion) by Spiegelhalter et al. (2002) and Bayesian P-values for testing. In this paper, we briefly introduce the Bayesian hypothesis testing and model selection procedure. In addition we have applied a Bayesian inference to Swiss banknote data by a fitting logistic regression model and computing several test statistics to see if they provide consistent results.

A Study on Bayesian p-values

  • Hwnag, Hyungtae;Oh, Heejung
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.725-732
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    • 2002
  • P-values are often perceived as measurements of degree of compatibility between the current data and the hypothesized model. In this paper, a new concept of Bayesian p-values is proposed and studied under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical p-values in the sense of using the concept of significance level. The performances of the proposed Bayesian p-values are compared with those of the classical p-values through several examples.

Review on Problems with Null Hypothesis Significance Testing in Dental Research and Its Alternatives (치의학 연구에서 귀무가설 유의성 검정의 문제점과 대안에 관한 고찰)

  • Lee, Kwang-Hee
    • Journal of the korean academy of Pediatric Dentistry
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    • v.40 no.3
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    • pp.223-232
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    • 2013
  • There are many problems in evaluating study results by p value in null hypothesis testing for dental research. It is a logical fallacy to conclude that the null hypothesis is true when the it is not rejected. There are much serious misunderstanding about p value, and researchers should be cautious about interpreting p value in writing papers. As alternatives to complement or replace the null hypothesis significance testing, effect size, confidence interval, and Bayesian statistics are introduced.

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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Bayesian Prediction for Game-structured Slotted ALOHA (게임으로 만들어진 슬롯화된 ALOHA를 위한 Bayes 풍의 예측)

  • Choi, Cheon-Won
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.49 no.1
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    • pp.53-58
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    • 2012
  • With a game-theoretic view, p-persistence slotted ALOHA is structured as a non-cooperative game, in which a Nash equilibrium is sought to provide a value for the probability of attempting to deliver a packet. An expression of Nash equilibrium necessarily includes the number of active outer stations, which is hardly available in many practical applications. In this paper, we thus propose a Bayesian scheme of predicting the number of active outer stations prior to deciding whether to attempt to deliver a packet or not. Despite only requiring the minimal information that an outer station is genetically able to acquire by itself, the Bayesian scheme demonstrates the competitive predicting performance against a method which depends on heavy information.

Study on Volume Measurement of Cerebral Infarct using SVD and the Bayesian Algorithm (SVD와 Bayesian 알고리즘을 이용한 뇌경색 부피 측정에 관한 연구)

  • Kim, Do-Hun;Lee, Hyo-Young
    • Journal of the Korean Society of Radiology
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    • v.15 no.5
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    • pp.591-602
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    • 2021
  • Acute ischemic stroke(AIS) should be diagnosed within a few hours of onset of cerebral infarction symptoms using diagnostic radiology. In this study, we evaluated the clinical usefulness of SVD and the Bayesian algorithm to measure the volume of cerebral infarction using computed tomography perfusion(CTP) imaging and magnetic resonance diffusion-weighted imaging(MR DWI). We retrospectively included 50 patients (male : female = 33 : 17) who visited the emergency department with symptoms of AIS from September 2017 to September 2020. The cerebral infarct volume measured by SVD and the Bayesian algorithm was analyzed using the Wilcoxon signed rank test and expressed as a median value and an interquartile range of 25 - 75 %. The core volume measured by SVD and the Bayesian algorithm using was CTP imaging was 18.07 (7.76 - 33.98) cc and 47.3 (23.76 - 79.11) cc, respectively, while the penumbra volume was 140.24 (117.8 - 176.89) cc and 105.05 (72.52 - 141.98) cc, respectively. The mismatch ratio was 7.56 % (4.36 - 15.26 %) and 2.08 % (1.68 - 2.77 %) for SVD and the Bayesian algorithm, respectively, and all the measured values had statistically significant differences (p < 0.05). Spearman's correlation analysis showed that the correlation coefficient of the cerebral infarct volume measured by the Bayesian algorithm using CTP imaging and MR DWI was higher than that of the cerebral infarct volume measured by SVD using CTP imaging and MR DWI (r = 0.915 vs. r = 0.763 ; p < 0.01). Furthermore, the results of the Bland Altman plot analysis demonstrated that the slope of the scatter plot of the cerebral infarct volume measured by the Bayesian algorithm using CTP imaging and MR DWI was more steady than that of the cerebral infarct volume measured by SVD using CTP imaging and MR DWI (y = -0.065 vs. y = -0.749), indicating that the Bayesian algorithm was more reliable than SVD. In conclusion, the Bayesian algorithm is more accurate than SVD in measuring cerebral infarct volume. Therefore, it can be useful in clinical utility.

Bayesian Hypothesis Testing in Multivariate Growth Curve Model.

  • Kim, Hea-Jung;Lee, Seung-Joo
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.81-94
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    • 1996
  • This paper suggests a new criterion for testing the general linear hypothesis about coefficients in multivariate growth curve model. It is developed from a Bayesian point of view using the highest posterior density region methodology. Likelihood ratio test criterion(LRTC) by Khatri(1966) results as an approximate special case. It is shown that under the simple case of vague prior distribution for the multivariate normal parameters a LRTC-like criterion results; but the degrees of freedom are lower, so the suggested test criterion yields more conservative test than is warranted by the classical LRTC, a result analogous to that of Berger and Sellke(1987). Moreover, more general(non-vague) prior distributions will generate a richer class of tests than were previously available.

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Bayesian curve-fitting with radial basis functions under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.749-754
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    • 2015
  • This article presents Bayesian approach to regression splines with knots on a grid of equally spaced sample quantiles of the independent variables under functional measurement error model.We consider small area model by using penalized splines of non-linear pattern. Specifically, in a basis functions of the regression spline, we use radial basis functions. To fit the model and estimate parameters we suggest a hierarchical Bayesian framework using Markov Chain Monte Carlo methodology. Furthermore, we illustrate the method in an application data. We check the convergence by a potential scale reduction factor and we use the posterior predictive p-value and the mean logarithmic conditional predictive ordinate to compar models.

Bayesian estimates of genetic parameters of non-return rate and success in first insemination in Japanese Black cattle

  • Setiaji, Asep;Arakaki, Daichi;Oikawa, Takuro
    • Animal Bioscience
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    • v.34 no.7
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    • pp.1100-1104
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    • 2021
  • Objective: The objective of present study was to estimate heritability of non-return rate (NRR) and success of first insemination (SFI) by using the Bayesian approach with Gibbs sampling. Methods: Heifer Traits were denoted as NRR-h and SFI-h, and cow traits as NRR-c and SFI-c. The variance covariance components were estimated using threshold model under Bayesian procedures THRGIBBS1F90. Results: The SFI was more relevant to evaluating success of insemination because a high percentage of animals that demonstrated no return did not successfully conceive in NRR. Estimated heritability of NRR and SFI in heifers were 0.032 and 0.039 and the corresponding estimates for cows were 0.020 and 0.027. The model showed low values of Geweke (p-value ranging between 0.012 and 0.018) and a low Monte Carlo chain error, indicating that the amount of a posteriori for the heritability estimate was valid for binary traits. Genetic correlation between the same traits among heifers and cows by using the two-trait threshold model were low, 0.485 and 0.591 for NRR and SFI, respectively. High genetic correlations were observed between NRR-h and SFI-h (0.922) and between NRR-c and SFI-c (0.954). Conclusion: SFI showed slightly higher heritability than NRR but the two traits are genetically correlated. Based on this result, both two could be used for early indicator for evaluate the capacity of cows to conceive.