Date post: | 03-Jan-2016 |
Category: |
Documents |
Upload: | caren-hunt |
View: | 216 times |
Download: | 1 times |
Bayesian Hypothesis Testing for Proportions
Antonio Nieto / Sonia Extremera / Javier Gómez
PhUSE Annual Conference, 9th-12th Oct 2011, Brighton UK
Introduction
•Tests on proportions –Frequentist approach
If pvalue < significance level → Null hypothesis will be rejected
–Bayesian approach
Probability under any hypotheses → Comparison to see what is the most plausible alternative
Both approaches can coexist and theyshould be used in the statistical interest
Bernouilli distribution
•The variable that records the patient’s response follows a Bernouilli distribution
–Discrete probability distribution, which takes value 1 “success” with probability “p” and 0 “failure” with probability “1-p”
qpxVarpxE
otherwise
xifqp
xifp
xf
][ ][
0
0 1
1
)(
60% to be responder
40% to be non-responder
Bernouilli
•Considering the probability to respond is 0.60
After treatment
FAILURE
SUCESS
Binomial distribution
•Sum of “n” Bernouilli experiments
–Discrete probability distribution, which counts the sum of successes/failures out of ‘n’ independent samples
qpnxVarpnxE
nqpx
nxf xnx
][ ][
...1,0x )(
Binomial
Considering the probability to respond (p=0.60) in 10 patients then
E(x)=10 x 0.6=6 Var(x)=10 x 0.6 x 0.4=2.4
Exact confidence intervals, hypothesis tests can be calculated, binomial could be also approximated by the Normal distribution
Frequentist approach
A possible solution: Binomial distribution will be approximated with the Normal distribution and then taking a decision based on the pvalue associated to the Gauss curve
)1,0(p-ˆ
,ˆ
valuefixed-pre a is p where
pp: H1 pp :H0
00
0000
0
0
0
NZ
nqp
p
n
qppN
n
xp
Bayes’ theorem (1763)
• It expresses the conditional probability of a random event A given B in terms of the conditional probability distribution of event B given A and the marginal probability of only A
• Let {A1,A2,...,An} a set of mutually exclusive events, where the probability of each event is different from zero. Let B any event with known conditional probability p(B|Ai). Then, the probability of p(Ai|B) is given by the expression:
(B) p
)(A p)A|(B pB)(A p
yprobabilit posteriori B)|(A p-
Ain B ofy probabilit )A|(B p-
yprobabilit priori a )(A p-
:where
i
ii
i
iii
|
Bayes’ in medicine
• Sensitivity: Probability of positive test when we know that the person suffers the disease
• Specificity: Probability of negative test when we know that the person does not suffer the disease
Probability of hypertension=0.2, sensitivity=91% specificity=98%
Probability to have hypertension if positive test is obtained
p=0.91 x 0.2/ (0.91 x 0.2+(1-0.98) x 0.8)=0.9192
Beta distribution
•Continuous distribution in the interval (0,1)
•Posterior Beta (a,b) where a=∑xi+α, b=n-∑xi+ ß
2
11
b)(a 1)b(a
ab][
ba
a ][
)!1((n) ;0b 0,a ;)-(1 (b)(a)
b)(a )(
xVarxE
nxxxf ba
No ‘a priori’ information
•As initial assumption probability any value between zero and one Uniform (0,1)=Beta (1,1)
•Sample distribution Binomial (n,p)
•Posterior Beta (a,b) where a=∑xi+1, b=n-∑xi+1
Example 1
N=40, no prior information:– H0: Proportion of responders is ≤40%– H1: Proportion of responders is >60%
If 24 successes then posterior probability Beta (25,17)
H0 H1 X N TestProb. under
H0Prob. under
H1
p<=0.4 p>0.6 24 40H1 is more probable than H0
0.005347226 0.48303
Prior distribution: Uniform (0,1)
Prior Knowledge
•Bayesian tests is enhanced when some information is available
– Example the probability will fall [0.3-0.7]– In values relatively high of α and ß, Beta~Normal then >95% of the probability [m±2s]; where m=mean and s=standard deviation (s) – By means of a moment‘s method type
• m=α / (α + ß); s2=m(1-m) / (α + ß + 1) • α = [m2 (1-m) /s2] –m; ß = (α-mα)/m=[m (1-m)2 /s2] + m -1
•Sample distribution Binomial (n,p)
•Posterior Beta (a,b) where a=∑xi+α, b=n-∑xi+ ß
Example 2
N=40, probability will fall [0.3-0.7] with a 95% probability:– H0: Proportion of responders is ≤40%– H1: Proportion of responders is >60%
If 24 successes then posterior probability Beta (36,28)
H0 H1 X N TestProb. under
H0Prob. under
H1
p<=0.4 p>0.6 24 40H1 is more probable than H0
0.004406341 0.27539
Prior distribution: Beta (12,12)
Example 2 (other prior)
Prior (6,2)
Posterior (30,18)
Prob
abili
ty d
ensi
ty
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
5.5
6.0
6.5
X
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
Prior (6,6)
Posterior (30,22)
Prob
abili
ty d
ensi
ty
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
5.5
6.0
6.5
X
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
Prior (2,2)
Posterior (26,18)
Prob
abili
ty d
ensi
ty
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
5.5
6.0
6.5
X
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
Prior (2,6)
Posterior (26,22)
Prob
abili
ty d
ensi
ty
0.0
0.5
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
5.5
6.0
6.5
X
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
Conclusion
• Bayesian tests are nowadays being increasingly used, especially in the context of adaptive designs
• Very important aspects are:– Good selection of the distributions
– Clear definition of the ”a priori” information collected
• A Bayesian approach has been presented to be included in the statistical armamentarium to test proportion hypotheses – It can be also extended to other endpoints and distributions