Skip to main content

Bayes Factors and Maximum Entropy Distribution with Application to Bayesian Tests

  • Conference paper
  • First Online:
Topics in Statistical Simulation

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 114))

  • 1547 Accesses

Abstract

In this paper we propose the analysis and the solution of some parametric two-sided tests, combining the Bayes factors logic with the maximum entropy method, that allows to obtain the less informative a priori probability distribution, taking into account the amount of initial information available to the experimenter.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Berger, J.O.: Statistical Decision Theory and Bayesian Analysis. Springer, New York (1985)

    Book  MATH  Google Scholar 

  2. Casella, G., Berger, R.: Reconciling Bayesian and frequentist evidence in the one-sided testing problem. JASA 82, 106–111 (1987)

    Article  MATH  MathSciNet  Google Scholar 

  3. Good, I.J.: Probability and the Weighing of Evidence. Griffin, London (1950)

    MATH  Google Scholar 

  4. Good, I.J.: The Estimation of Probability: An Essay on Modern Bayesian Methods. M.I.T. Press, Cambridge (1965)

    MATH  Google Scholar 

  5. Jeffreys, H.: Scientific Inference. M.A., D.Sc., F.R.S. Cambridge University Press, Cambridge (1957)

    MATH  Google Scholar 

  6. Rosa, R.: Massima entropia: E.T. Jaynes e dintorni. Statistica Anno XLV(2), 181–208 (1985)

    Google Scholar 

  7. Shannon, E.C.: A mathematical theory of communication. Bell Syst. Tech. J. 27, 379–423 (1948)

    Article  MATH  MathSciNet  Google Scholar 

  8. Weyner, N.: Cybernetics. Wiley, New York (1948)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Adriana Brogini .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer Science+Business Media New York

About this paper

Cite this paper

Brogini, A., Celant, G. (2014). Bayes Factors and Maximum Entropy Distribution with Application to Bayesian Tests. In: Melas, V., Mignani, S., Monari, P., Salmaso, L. (eds) Topics in Statistical Simulation. Springer Proceedings in Mathematics & Statistics, vol 114. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-2104-1_9

Download citation

Publish with us

Policies and ethics