Displaying 2 results from an estimated 2 matches for "theta_l".
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theta_1
2004 Feb 16
0
How do we obtain Posterior Predictive (Bayesian) P-values in R (a sking a second time)
...simulations from the posterior density of theta, we
just draw one y_rep from the predictive distribution for each simulated
theta; we now have L draws from the joint posterior distribution,
p(y_rep,theta|y). The posterior predictive check is the compariosn between
the realized test quantities, T(y, theta_L) ant the predictive test
quantities, T(y_rep, theta_L). The estimated P-value is just the proportion
of these L simulations for which the test quantity equals or exceeds its
realized value; that is, for which T(y_rep,theta_L)>=T(y,theta_L)..."
Does this means that the usual p-value app...
A log on Bayesian statistics, stochastic cost frontier, montecarl o markov chains, bayesian P-values
2004 Feb 17
0
A log on Bayesian statistics, stochastic cost frontier, montecarl o markov chains, bayesian P-values
...simulations from the posterior density of theta, we
just draw one y_rep from the predictive distribution for each simulated
theta; we now have L draws from the joint posterior distribution,
p(y_rep,theta|y). The posterior predictive check is the compariosn
between
the realized test quantities, T(y, theta_L) ant the predictive test
quantities, T(y_rep, theta_L). The estimated P-value is just the
proportion
of these L simulations for which the test quantity equals or exceeds its
realized value; that is, for which T(y_rep,theta_L)>=T(y,theta_L)..."
Does this means that the usual p-value app...