Tagged Questions

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Conjugate prior for a Gaussian model with shifted variance

Consider a set of observations $ \{ y_i \}$ and assume a Gaussian model for these data: $y_i \sim \mathcal{N}(\mu, \sigma^2)$. Suppose the mean parameter $\mu$ is known, but the variance parameter ...
1
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0answers
45 views

How to use chi-squared (or Bayesian) to detect non-chance variations in matrix of frequencies?

I've got a database showing signatures added to a petition, with each signature linked to a location (city, state), a date, and a sequence in the date (e.g. the seventh signature on 3/26 came from ...
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1answer
100 views

Bayesian inference on noncentrality parameters of t- and F-distributions

Suppose I observe a random variable $x$ drawn from a non-central t- or F- distribution, and would like to perform inference on the non-centrality parameter. How would a Bayesian approach this problem? ...
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0answers
483 views

Is it OK to do additive smoothing before applying Pearson's chi-square test for independence?

I'm concerned about treating my data as gold, especially in areas of low data support, so I would like to apply additive smoothing. I'm then doing several things with this data, and one of them is ...