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2004 Feb 16
0
How do we obtain Posterior Predictive (Bayesian) P-values in R (a sking a second time)
Dear Friends,
According to Gelman et al (2003), "...Bayesian P-values are defined as
the probability that the replicated data could be more extreme than the
observed data, as measured by the test quantity p=pr[T(y_rep,tetha) >=
T(y,tetha)|y]..." where p=Bayesian P-value, T=test statistics, y_rep=data
from replicated experiment, y=data from original experiment, tetha=the
function of interest. My question is, How do I calculate p (the bayesian
P-value) in R from the chain I obtained from the Gibbs sampler?...
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
...obtain Posterior Predictive (Bayesian) P-values in R
(a sking a second time)
Dear Friends,
According to Gelman et al (2003), "...Bayesian P-values are defined
as
the probability that the replicated data could be more extreme than the
observed data, as measured by the test quantity p=pr[T(y_rep,tetha) >=
T(y,tetha)|y]..." where p=Bayesian P-value, T=test statistics,
y_rep=data
from replicated experiment, y=data from original experiment, tetha=the
function of interest. My question is, How do I calculate p (the bayesian
P-value) in R from the chain I obtained from the Gibbs sampler?...