Testing the independence of Poisson variates under the Holgate bivariate distribution: the power of a new evidence test.

DOI10.1016/S0167-7152(02)00314-0zbMath1092.62512OpenAlexW2102924325MaRDI QIDQ1871341

Shelemyahu Zacks, Julio Michael Stern

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00314-0

zbMATH Keywords

Correlation and dependenceEvidence testHolgate distributionNumerical integration and optimization

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Application of the full Bayesian significance test to model selection under informative sampling ⋮ Bayesian evidence test for precise hypotheses ⋮ The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program ⋮ Testing independence between discrete random variables

Cites Work

• On the Bayesianity of Pereira-Stern tests
• Estimation in the bivariate poisson distribution and hypothesis testing concerning independence
• Estimation for the bivariate Poisson distribution
• Bayesian analysis of a three-component hierarchical design model
• Monte Carlo strategies in scientific computing
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