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Posterior odds testing for a unit root with data-based model selection... A sigma-finite "Bayes model" measure is given and used to produce a new model selection criterion (PIC) and objective posterior odds tests for sharp null hypotheses like the presence of a unit root....
général - core.ac.uk - PDF: cowles.econ.yale.edu
Supplemental material, aje704302_supplemental_material - bayesian posterior odds ratios: statistical tools for collaborative evaluations Supplemental Material, AJE704302_Supplemental_Material for Bayesian Posterior Odds Ratios: Statistical Tools for Collaborative Evaluations by Tyler Hicks, Liliana Rodríguez-Campos, and Jeong Hoon Choi in American Journal of Evaluation
The large sample correspondence between classical hypothesis tests and bayesian posterior odds tests.This paper establishes a correspondence in large samples between classical hypothesis tests and Bayesian posterior odds tests for models without trends....
True positive rate versus false positive rate for different estimated posterior odds ratios... The true positive rate (TPR) versus false positive rate (FPR) is plotted for different values of the posterior odds ratio estimated for the dataset by five-fold cross-validation....
A multivariate posterior odds approach to assessing competing exchange rate models.... The authors compute posterior odds that any of the competing models is true, using standard Bayes' rule formulae....

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santé - iate.europa.eu
santé - iate.europa.eu

Traductions en contexte anglais - français

If in addition a prior odds P(Hp)=P(Hd)is given, the posterior odds P(Hp|E)=P(Hd|E) follows directly from multiplication of the prior odds and likelihood ratio,

Si en outre, une chance antérieure P(Hp)=P(Hd), des chances postérieures P(Hp|E)=P(Hd|E) suivent directement de la multiplication des chances postérieures et rapport de probabilité.

général - CCMatrix (Wikipedia + CommonCrawl)


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