期刊名称:International Journal of Statistics and Probability
印刷版ISSN:1927-7032
电子版ISSN:1927-7040
出版年度:2017
卷号:6
期号:1
页码:102
DOI:10.5539/ijsp.v6n1p102
出版社:Canadian Center of Science and Education
摘要:A directional Bayesian pure significance test for the equality of variances is developed. The approach is based on the assessment of observed departure conditioned on the direction of departure in multivariate models. The resulting one-dimensional directional distribution is easily interpreted. Normality is not required. Robustness of prior selection is discussed focusing on directional properties of the multivariate prior. Several examples are considered.