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a quick implementation in julia I did https://github.com/SamuelBrand1/SBC returns the p-value of the ChiSq uniformity test on the rank statistics. This could be a handy issue/next-step to go along with the viz.
I think adding this would be useful to the SBC feature.
The underlying result is that if the posterior sampling is recovering the underlying (marginal) prior for a parameter in an SBC trial then the rank statistics are discrete uniform on $[0,1,\dots,n]$.
This is an ideal case for a classical statistical test.
The text was updated successfully, but these errors were encountered:
Originally posted by @SamuelBrand1 in #68 (comment)
I think adding this would be useful to the SBC feature.
The underlying result is that if the posterior sampling is recovering the underlying (marginal) prior for a parameter in an SBC trial then the rank statistics are discrete uniform on$[0,1,\dots,n]$ .
This is an ideal case for a classical statistical test.
The text was updated successfully, but these errors were encountered: