A weight of evidence is a calibrated statistic whose values in [0, 1]indicate the degree of agreement between the data and either of two hypothesis, one being treated asthe null (H_0) and the other as the alternative ...A weight of evidence is a calibrated statistic whose values in [0, 1]indicate the degree of agreement between the data and either of two hypothesis, one being treated asthe null (H_0) and the other as the alternative (H_1). A value of zero means perfect agreement withthe null, whereas a value of one means perfect agreement with the alternative. The optimality weconsider is minimal mean squared error (MSE) under the alternative while keeping the MSE under thenull below a fixed bound. This paper studies such statistics from a conditional point of view, inparticular for location and scale models.展开更多
基金Supported in part by a grant from the Swiss National Science Foundation.
文摘A weight of evidence is a calibrated statistic whose values in [0, 1]indicate the degree of agreement between the data and either of two hypothesis, one being treated asthe null (H_0) and the other as the alternative (H_1). A value of zero means perfect agreement withthe null, whereas a value of one means perfect agreement with the alternative. The optimality weconsider is minimal mean squared error (MSE) under the alternative while keeping the MSE under thenull below a fixed bound. This paper studies such statistics from a conditional point of view, inparticular for location and scale models.
