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The Threshold Prior in Bayesian Hypothesis Testing
Author Info
Glore, Mary Lee
Permalink:
http://rave.ohiolink.edu/etdc/view?acc_num=ucin1416570546
Abstract Details
Year and Degree
2014, PhD, University of Cincinnati, Arts and Sciences: Mathematics (Statistics).
Abstract
Bayesian hypothesis testing provides an attractive alternative that overcomes the difficulties with interpreting the p-value or calibrating it. Bayesian hypothesis testing also provides measures of evidence for not only the alternate but the null hypothesis as well. Bayesian hypothesis testing has its own challenges including choice of prior distributions for the model parameters. Researchers have suggested various choices of prior distributions. In Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach, Nakajima and West used a threshold based prior for model selection and prediction. [NW13b] In this dissertation, we investigate the properties of this “Threshold prior method” as applied to testing a point null hypothesis. We show how the answers using this prior compare to the traditional g-prior method. We also investigate the convergence rates of the Bayes factors in favor of the null and alternate hypotheses as sample size goes to infinity when the null and alternate hypotheses are true. In addition we compare the Threshold prior and g-prior methods for a multivariate regression model. We also investigate the alternative approach of using a loss function along with traditional priors, instead of the threshold approach.
Committee
Siva Sivaganesan, Ph.D. (Committee Chair)
Magda Peligrad, Ph.D. (Committee Member)
Xia Wang, Ph.D. (Committee Member)
Pages
104 p.
Subject Headings
Statistics
Keywords
Bayes
;
regression
;
Mathematica
;
nonlocal
;
g-prior
;
time series
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Citations
Glore, M. L. (2014).
The Threshold Prior in Bayesian Hypothesis Testing
[Doctoral dissertation, University of Cincinnati]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1416570546
APA Style (7th edition)
Glore, Mary Lee.
The Threshold Prior in Bayesian Hypothesis Testing.
2014. University of Cincinnati, Doctoral dissertation.
OhioLINK Electronic Theses and Dissertations Center
, http://rave.ohiolink.edu/etdc/view?acc_num=ucin1416570546.
MLA Style (8th edition)
Glore, Mary Lee. "The Threshold Prior in Bayesian Hypothesis Testing." Doctoral dissertation, University of Cincinnati, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1416570546
Chicago Manual of Style (17th edition)
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Document number:
ucin1416570546
Download Count:
569
Copyright Info
© 2014, all rights reserved.
This open access ETD is published by University of Cincinnati and OhioLINK.