The two-sample problem via relative belief ratio

Luai Al-Labadi ()
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Luai Al-Labadi: University of Toronto Mississauga

Computational Statistics, 2021, vol. 36, issue 3, No 12, 1808 pages

Abstract: Abstract This paper deals with a new Bayesian approach to the two-sample problem. For two independent samples, the interest is to determine whether the two samples are generated from the same population. At first, two Dirichlet processes are considered as priors for the true distributions generated the data. Then the concentration of the posterior distribution of the distance between the two processes is compared to the concentration of the prior distribution of the distance between the two processes through the relative belief ratio. Many theoretical properties of the procedure have been developed. Several examples have been discussed to illustrate the approach.

Keywords: Dirichlet process; Hypothesis testing; Relative belief inferences (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00180-020-00988-y

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