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Bayesian Testing of a Point Null Hypothesis Based on the Latent Information Prior
Department of Mathematical Informatics, Graduate School of Information Science and Technology, the University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656, Japan
RIKEN Brain Science Institute, 2-1 Hirosawa, Wako City, Saitama 351-0198, Japan
Received: 9 August 2013; in revised form: 16 September 2013 / Accepted: 10 October 2013 / Published: 17 October 2013
Abstract: Bayesian testing of a point null hypothesis is considered. The null hypothesisis that an observation, x, is distributed according to the normal distribution with a mean ofzero and known variance q2. The alternative hypothesis is that x is distributed accordingto a normal distribution with an unknown nonzero mean, μ, and variance q2. The testingproblem is formulated as a prediction problem. Bayesian testing based on priors constructedby using conditional mutual information is investigated.
Keywords: conditional mutual information; discrete prior; Kullback-Leibler divergence; prediction; reference prior; Jeffreys-Lindley paradox
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Cite This Article
MDPI and ACS Style
Komaki, F. Bayesian Testing of a Point Null Hypothesis Based on the Latent Information Prior. Entropy 2013, 15, 4416-4431.
Komaki F. Bayesian Testing of a Point Null Hypothesis Based on the Latent Information Prior. Entropy. 2013; 15(10):4416-4431.
Komaki, Fumiyasu. 2013. "Bayesian Testing of a Point Null Hypothesis Based on the Latent Information Prior." Entropy 15, no. 10: 4416-4431.