Bayesian evaluation of non-admissible conditioning: the case of Fisher test

Michel Mouchart (michel.mouchart@uclouvain.be) and Eliana Scheihing
Additional contact information
Michel Mouchart: CORE and Institut de statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium
Eliana Scheihing: Instituto de Informatica, Universidad Austral de Chile, Valdivia, Chile

No 1998027, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: We first analyse the general problem of admissible conditioning and next consider the evaluation of the loss of information when a non-admissible conditioning is used as an approximaton of the exact posterior distribution. Considering the case of Fisher test, we evaluate from a Bayesian point of view how much information is lost when the sampling process for a 2x2 contingency table is analysed conditionally on the two margins. This loss of information due to non-admissible conditioning is evaluated for different sampling models and with respect to the entropy divergence and to the Hellinger distance between the exact and the approximate posterior distributions and with respect to relative risks based on a quadratic loss function. The numerical results obtained through simulation indicate that for a specific range of parameters the loss of information increases with the sample size and decreases with the precision of the a priori distribution. Hence such an approximation is shown to be a non-asymptotic one

Keywords: Approximate Bayesian solutions; Admissible conditioning; Contingency tables; Fisher test. (search for similar items in EconPapers)
Date: 1998-03-17
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://sites.uclouvain.be/core/publications/coredp/coredp1998.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1998027

Access Statistics for this paper

More papers in LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS (alain.gillis@uclouvain.be).