A bayesian approach to nonparametric test problems

We propose an alternative approach to the classical nonparametric test problems, such as the goodness of fit test and the two-sample nonparametric test. In this approach, those problems are reviewed from the viewpoint of the estimation of the underlying population distributions and are formulated as the problem of model selection between Bayesian models which were recently proposed by the present authors. The model selection can be easily realized by choosing a model with the smallest ABIC, Akaike Bayesian information criterion. The approach provides the estimates of the density of the underlying population distribution(s) of any shape as well as the evaluation of the goodness of fit or the check of homogeneity of distributions. The practical utility of the present procedure is demonstrated by numerical examples. The difference in behavior between the present procedure and a density estimator GALTHY proposed by Akaike and Arahata is also briefly discussed.This paper was originally read at the Conference on Graphical Models to Analyze Structures (Organizer: N. Wermuth, Johannes Gutenberg University), June 30-July 2, 1986, Wiesbaden, West Germany.