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Master's Dissertation
DOI
https://doi.org/10.11606/D.104.2019.tde-02082019-201833
Document
Author
Full name
João Carlos Poloniato Ferreira
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 2018
Supervisor
Committee
Stern, Rafael Bassi (President)
Esteves, Luís Gustavo
Hubert Junior, Paulo do Canto
Title in Portuguese
O corte do FBST em modelos de alta dimensionalidade
Keywords in Portuguese
Função poder
Hipóteses precisas
Testes bayesianos
Abstract in Portuguese
O problema de controlar o nível significância do teste FBST(Full BayesianSignificantTest) é estudado no contexto de modelos bayesianos para densidade. Assim, é mostrado um método bayesiano que trabalha com estimação da densidade e como deve ser conduzido o FBST com este método quando deseja-se testar se uma população pode ser dita de determinada distribuição ou testar igualdade de duas populações. Para isso é apresentada a definição do e-valor modificado que é uma maneira alternativa de cálculo da medida de evidência do FBST. Por fim, é feito um estudo de simulação com diferentes distribuições de densidade e analisado o comportamento da função poder do teste nos casos de uma e duas populações.
Title in English
The FBST cutoff in high dimensional models
Keywords in English
Bayesian test
Power function
Precise hypothesis
Abstract in English
The problem of controlling the significan celevelof the FBST (FullBayesianSignificantTest) test is studied in the contex of Bayesian models for density, thus, a Bayesian method is shown that works with density estimation estimation and how the FBST should be conducted in that situation with this method when it is desired to test if one population has certain density distribution or equality test of two populations. For this, a modified e-value definition is presented that is an alternative to calculate the FBST measure. At end a simulation study with different density distributions and analysis the power function of the test in cases of one and two populations.
 
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Publishing Date
2019-08-03
 
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