Research on the Bayesian Hypothesis Testing of Some Non-normal Parameters
Fan Guo-liang · Journal of Nantong University · 2013
In this paper,the thought of Bayesian statistics is employed to sum up two kinds of common hypothesis testing.In response to the two-side H0∶θ = θ0,H1∶θ ≠ θ0,the construction of parameter θ of the rejection region is put forward to obtain the largest posterior interval D of fiducial probability 1-α of parameter θ,and the rejection region of parameter θ in region ?专-D.Then to test θ whether it is in the rejection region,if it is,H0 is negated.With the above result,the Bayesian hypothesis testing of four kinds of non-normal Parameters,such as NB(r,θ),GE(θ),0(θ,m)and Rayleigh distribution are studied and their rejection regions are obtained.