Bayesian Analysis on a Noncentral Fisher–Student’s Hypersphere

Richard Le Blanc

The American Statistician, 2019, vol. 73, issue 2, 126-140

Abstract: Fisher succeeded early on in redefining Student’s t-distribution in geometrical terms on a central hypersphere. Intriguingly, a noncentral analytical extension for this fundamental Fisher–Student’s central hypersphere h-distribution does not exist. We therefore set to derive the noncentral h-distribution and use it to graphically illustrate the limitations of the Neyman–Pearson null hypothesis significance testing framework and the strengths of the Bayesian statistical hypothesis analysis framework on the hypersphere polar axis, a compact nontrivial one-dimensional parameter space. Using a geometrically meaningful maximal entropy prior, we requalify the apparent failure of an important psychological science reproducibility project. We proceed to show that the Bayes factor appropriately models the two-sample t-test p-value density of a gene expression profile produced by the high-throughput genomic-scale microarray technology, and provides a simple expression for a local false discovery rate addressing the multiple hypothesis testing problem brought about by such a technology.

Date: 2019
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DOI: 10.1080/00031305.2017.1377111

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