The robustness and sensitivity of the mixed-Dirichlet Bayesian test for ``independence in contingency tables
From MaRDI portal
Publication:1116233
DOI10.1214/aos/1176350368zbMath0665.62057OpenAlexW2084030592MaRDI QIDQ1116233
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350368
sensitivityrobustnessmixingquantilescontingency tableslog-normal distributiondependencequartilesBayesian test for independencegeneralized, log-Studentshyperhyperparametershyperpriorslog-Cauchy hyperpriormixed-Dirichlet prior
Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15) Contingency tables (62H17)
Related Items
Comparisons of Bayesian estimation procedures for two-way contingency tables without interaction, Objective Bayesian comparison of order-constrained models in contingency tables, Good's work in probability, statistics and the philosophy of science, Bayesian selection of log‐linear models, Bayesian analysis for reversible Markov chains, A bayesian test for a two-way contingency table using independence priors, Robust Bayesian analysis: sensitivity to the prior, On the existence of uniformly most powerful Bayesian tests with application to non-central chi-squared tests