| 限制参数空间双侧检验P值的修正及与贝叶斯证据的调停一致 |
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| 引用本文： | 傅军和.限制参数空间双侧检验P值的修正及与贝叶斯证据的调停一致[J].应用概率统计,2010,26(2):171-178. |
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| 作者姓名： | 傅军和 |
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| 作者单位： | 上海外国语大学国际工商管理学院信息管理系数学教研室,上海,200083 |
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| 摘 要： | 本文研究了在限制参数空间双侧检验的P值的修正及基于修正P值的贝叶斯检验和经典统计检验的调停.研究表明Wang(2006)给出的修正P值存在重要缺陷,并给出了一种新的修正P值,该修正P值具有较合理的性质,并由此可一定程度缓和调停贝叶斯检验和经典统计检验的存在的冲突.
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| 关 键 词： | 修正P值 证据 贝叶斯 经典统计. |
Modification of P-Value of Two-Sided Test with Restricted Parameter Space and Its Reconciliation with Bayesian Evidence |
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| FU JUNHE.Modification of P-Value of Two-Sided Test with Restricted Parameter Space and Its Reconciliation with Bayesian Evidence[J].Chinese Journal of Applied Probability and Statisties,2010,26(2):171-178. |
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| Authors: | FU JUNHE |
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| Institution: | Department of Information Management,College of International Business Management |
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| Abstract: | This paper makes research on modificationof $P$-value of two-sided test with restricted parameter space andreconciling Bayesian test with classical test based on modified$P$-value, which shows that there exist critical defects in modified$P$-value put forward by Wang in 2006. This paper sets forth anothermodified $P$-value, which has comparative reasonablecharacteristics, based on which the conflict of Bayesian test andclassical test can be reconciled to some extent. |
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| Keywords: | Modified $P$-value evidence Bayesian classical Statistics |
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