a new calibrated bayesian internal goodness-of-fit method sampled posterior p-values as simple and general p-values that allow double use of the data一个新的校准贝叶斯内部拟合优度法取样后假定值一样简单和通用假定值允许使用的数据的两倍.pdfVIP

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a new calibrated bayesian internal goodness-of-fit method sampled posterior p-values as simple and general p-values that allow double use of the data一个新的校准贝叶斯内部拟合优度法取样后假定值一样简单和通用假定值允许使用的数据的两倍.pdf

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a new calibrated bayesian internal goodness-of-fit method sampled posterior p-values as simple and general p-values that allow double use of the data一个新的校准贝叶斯内部拟合优度法取样后假定值一样简单和通用假定值允许使用的数据的两倍

A New Calibrated Bayesian Internal Goodness-of-Fit Method: Sampled Posterior p-Values as Simple and General p-Values That Allow Double Use of the Data ´ ´ Frederic Gosselin* Cemagref, UR EFNO, Nogent-sur-Vernisson, France Abstract Background: Recent approaches mixing frequentist principles with Bayesian inference propose internal goodness-of-fit (GOF) p-values that might be valuable for critical analysis of Bayesian statistical models. However, GOF p-values developed to date only have known probability distributions under restrictive conditions. As a result, no known GOF p-value has a known probability distribution for any discrepancy function. Methodology/Principal Findings: We show mathematically that a new GOF p-value, called the sampled posterior p-value (SPP), asymptotically has a uniform probability distribution whatever the discrepancy function. In a moderate finite sample context, simulations also showed that the SPP appears stable to relatively uninformative misspecifications of the prior distribution. Conclusions/Significance: These reasons, together with its numerical simplicity, make the SPP a better canonical GOF p- value than existing GOF p-values. Citation: Gosselin F (2011) A New Calibrated Bayesian Internal Goodness-of-Fit Method: Sampled Posterior p-Values as Simple and General p-Values That Allow Double Use of the Data. PLoS ONE 6(3): e14770. doi:10.1371/journal.pone.0014770 Editor: Pedro Antonio Valdes-Sosa, Cuban Neuroscience Center, Cuba Received June 10, 2010; Accepted February 14, 2011; Published March 18, 2011 ´ ´ Copyright: 2011 Frederic Gosselin. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. F