Constrained Bayesian Method for Testing the Directional Hypotheses

Authors

Kartlos J. Kachiashvili, Georgian Technical University
Naveen K. Bansal, Marquette UniversityFollow
I. A. Prangishvili, Swiss Federal Institute of Technology, Zurich

Document Type

Article

Language

eng

Publication Date

2018

Publisher

David Publishing

Source Publication

Journal of Mathematics and System Science

Source ISSN

2159-5291

Abstract

The paper discusses the generalization of constrained Bayesian method (CBM) for arbitrary loss functions and its application for testing the directional hypotheses. The problem is stated in terms of false and true discovery rates. One more criterion of estimation of directional hypotheses tests quality, the Type III errors rate, is considered. The ratio among discovery rates and the Type III errors rate in CBM is considered. The advantage of CBM in comparison with Bayes and frequentist methods is theoretically proved and demonstrated by an example.

Comments

Published version. Journal of Mathematics and System Science, Vol. 8 (2018): 96-118. DOI. © 2018 David Publishing. Used with permission.

Recommended Citation

Kachiashvili, Kartlos J.; Bansal, Naveen K.; and Prangishvili, I. A., "Constrained Bayesian Method for Testing the Directional Hypotheses" (2018). Mathematical and Statistical Science Faculty Research and Publications. 23.
https://epublications.marquette.edu/math_fac/23