The Bayes Factor Against Equiprobability of a Multinomial Population Assuming a Symmetric Dirichlet Prior
Good, I. J.
Ann. Statist., Tome 3 (1975) no. 1, p. 246-250 / Harvested from Project Euclid
A sample $(n_1, n_2,\cdots, n_t)$ is taken from a $t$-category multinomial population. The hypothesis of equiprobability, that the $t$ physical probabilities associated with the cells are all equal to $1/t$, is called the null hypothesis. Conditional on the non-null hypothesis, a symmetric Dirichlet prior of parameter $k$ is assumed $(k \geqq 0)$ and the Bayes factor against the null hypothesis, with this assumption, is denoted by $F(k)$. A conjecture made in 1965 is almost proved, namely that $F(k)$ has a unique local maximum and that this occurs for a finite value of $k$ if and only if Pearson's $X^2$ exceeds its number of degrees of freedom. The result is required for the calculation of $\max F(k)$, which provides a non-Bayesian significance criterion whose simple asymptotic distribution is good even in the extreme tail, and even for sample sizes less than $t$. This criterion arose from an attitude involving a Bayes/non-Bayes compromise.
Publié le : 1975-01-14
Classification:  Multinomial significance test,  Type II likelihood ratio,  hierarchical probability judgments,  Bayes/non-Bayes compromise,  Bayes factor,  weight of evidence,  symmetric Dirichlet distribution,  62E15,  62G10
@article{1176343015,
     author = {Good, I. J.},
     title = {The Bayes Factor Against Equiprobability of a Multinomial Population Assuming a Symmetric Dirichlet Prior},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 246-250},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343015}
}
Good, I. J. The Bayes Factor Against Equiprobability of a Multinomial Population Assuming a Symmetric Dirichlet Prior. Ann. Statist., Tome 3 (1975) no. 1, pp.  246-250. http://gdmltest.u-ga.fr/item/1176343015/