A SHORT NOTE ON REPEATED SIGNIFICANCE TESTS AND THE UNIFIED BAYESIAN-FREQUENTIST MEASURE

The unified Bayesian-Frequentist measure of Berger, Brown and Wolpert (1994) is considered here in the context of repeated significance tests and change point problems. It was shown that the new evidential measure is quite different from the conventional P-value as a measure of evidence provided by the data against the null hypothesis.     

基于熵的随机性检测相关性研究

目前,存在众多的随机性检测项目,并且许多项目都带有参数.选择所有的项目进行检测不现实,因此需要研究检测项目之间的关系.从统计学角度出发,对检测项目的相关性进行研究,首先定义了检测项目之间存在的4 种关系,提出了检测项目相关度的概念,然后利用熵值法对检测项目相关度进行度量,并证明了这4 种关系与相关度的联系,同时给出了一种计算相关度的算法和一个基于相关度的检测项目选择策略.所研究的结果为随机性检测项目及其参数选择提供了理论依据.与此同时,利用相关度对NIST 在评选AES 中所采用的检测项目进行研究,发现了其中一些检测项目之间存在着依赖关系.     

随机性检测参数选择研究

从统计学角度对同一个随机性检测项目中2个独立的参数所应满足的条件进行了研究,在此基础上设计了一个假设检验方法,用于检测2个参数是否满足独立的关系.以扑克检测为实例,对其参数集中的参数进行了实验研究,并对结果进行了分析.提出的方法是一个通用的方法,可以直接应用于其他带参数的检测项目的参数 ,关系研究中,这为随机性检测中参数选择提供了一种可操作的手段.     

Noninformative Bayesian testing and neutral Bayes factors

Summary In contrast with usual point estimation settings, there is no well-defined notion of noninformative Bayesian, procedures for tests of two-sided hypotheses. In this paper, we examine the behavior of the answers associated with the (point estimation) Jeffreys priors and show that, in some cases, they coincide numerically with the classical p-values. This partial equivalence between noninformative and classical answers is also exhibited with neutral Bayes factors. This new evaluation, which determines the cut-off point between acceptance and rejection of the null hypothesis, actually leads to a procedure similar to the (so-called) Jeffreys answere and thus supports the use of a noninformative improper prior. This interpretation thus brings a partial rehabilitation of some p-values as noninformative answers.