Bayesian tests for composite alternative hypotheses in cross-tabulated data

Daniel Yekutieli ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, vol. 24, issue 2, 287-301

Abstract: We present a methodology for constructing significance tests for “difficult” composite alternative hypotheses that have no natural test statistic. We apply our methodology to construct exact tests for cross-tabulated data, and our motivating example is constructing a test for discovering Simpson’s Paradox. Our tests are Bayesian extensions of the likelihood ratio test; they are optimal with respect to the prior distribution and are also closely related to Bayes factors and Bayesian FDR controlling testing procedures. Copyright Sociedad de Estadística e Investigación Operativa 2015

Keywords: Hypotheses testing; Simpson’s Paradox; Composite alternative hypotheses; Exact tests; Likelihood ratio tests; Bayes rules; Bayes factors; 62C10; 62G10 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:24:y:2015:i:2:p:287-301

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DOI: 10.1007/s11749-014-0407-1

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