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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.2013.tde-06052013-134823
Document
Author
Full name
Brian Alvarez Ribeiro de Melo
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2013
Supervisor
Committee
Esteves, Luís Gustavo (President)
Campos, Adriano Polpo de
Lopez, Veronica Andrea Gonzalez
Title in Portuguese
Um estudo comparativo entre abordagens Bayesianas à testes de hipóteses
Keywords in Portuguese
inferência bayesiana
populações finitas
preditivismo
teste de hipóteses
Abstract in Portuguese
Neste trabalho, consideramos uma população finita composta por N elementos, sendo que para cada unidade está associado um número (ou vetor) de tal forma que temos para a população o vetor de valores X = (X1, ... ,XN), onde Xi denota a característica de interesse do i-ésimo indivíduo da população, que suporemos desconhecida. Aqui assumimos que a distribuição do vetor X é permutável e que existe disponível uma amostra composta por n < N elementos. Os objetivos são a construção de testes de hipóteses para os parâmetros operacionais, através das distribuições a posteriori obtidas sob a abordagem preditivista para populações finitas e a comparação com os resultados obtidos a partir dos modelos Bayesianos de superpopulação. Nas análises consideramos os modelos Bernoulli, Poisson, Uniforme Discreto e Multinomial. A partir dos resultados obtidos, conseguimos ilustrar situações nas quais as abordagens produzem resultados diferentes, como prioris influenciam os resultados e quando o modelo de populações finitas apresenta melhores resultados que o modelo de superpopulação.
Title in English
A comparative study of Bayesian approaches to hypothesis testing
Keywords in English
bayesian inference
finite population
hipothesis testing
predictivism
Abstract in English
We consider a finite population consisting of N units and to each unit there is a number (or vector) associated such that we have for the population the vector of values X = (X1, ..., XN), where Xi denotes the characteristic of interest of the i-th individual in the population, which we will suppose unknown. Here we assume that the distribution of the vector X is exchangeable and that there is available a sample of size n < N from this population. The goals are to derive tests of hipotheses for the operational parameters through the corresponding posterior distributions obtained under the predictivistic approach for finite populations and to compare them with the results obtained from the usual Bayesian procedures of superpopulation models. In the analysis, the following models are considered: Bernoulli, Poisson, Discrete Uniform and Multinomial. From the results, we can identify situations in which the approaches yield dierent results, how priors influence the results of hipothesis testing and when the finite population model performs better than the superpopulation one.
 
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Publishing Date
2013-05-13
 
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