A suitable Bayesian approach in testing point null hypothesis: some examples revisited

In the problem of testing the point null hypothesis H-0: theta = theta(0) versus H-1: theta not equal theta(0), with a previously given prior density for the parameter theta, we propose the following methodology: to fix an interval of radius epsilon around theta(0) and assign a prior mass, pi(0), to...

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Detalles Bibliográficos
Autores: Gómez Villegas, Miguel Ángel, Main Yaque, Paloma, Sanz San Miguel, Luis
Tipo de recurso: artículo
Fecha de publicación:2002
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/56901
Acceso en línea:https://hdl.handle.net/20.500.14352/56901
Access Level:acceso abierto
Palabra clave:519.22
p- values
Posterior probability
Point null
Prior distribution
Estadística aplicada
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spelling A suitable Bayesian approach in testing point null hypothesis: some examples revisitedGómez Villegas, Miguel ÁngelMain Yaque, PalomaSanz San Miguel, Luis519.22p- valuesPosterior probabilityPoint nullPrior distributionEstadística aplicadaIn the problem of testing the point null hypothesis H-0: theta = theta(0) versus H-1: theta not equal theta(0), with a previously given prior density for the parameter theta, we propose the following methodology: to fix an interval of radius epsilon around theta(0) and assign a prior mass, pi(0), to H-0 computed by the density pi(theta) over the interval (theta(0) - epsilon, theta(0) + epsilon), spreading the remainder, 1 - pi(0), over H-1 according to pi(theta). It is shown that for Lindley's paradox, the Normal model with some different priors and Darwin-Fisher's example, this procedure makes the posterior probability of H-0 and the p-value matching better than if the prior mass assigned to H-0 is 0.5.Marcel DekkerUniversidad Complutense de Madrid20022002-01-0120022002-01-01journal articlehttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/20.500.14352/56901reponame:Docta Complutenseinstname:Universidad Complutense de Madrid (UCM)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:docta.ucm.es:20.500.14352/569012026-06-02T12:44:21Z
dc.title.none.fl_str_mv A suitable Bayesian approach in testing point null hypothesis: some examples revisited
title A suitable Bayesian approach in testing point null hypothesis: some examples revisited
spellingShingle A suitable Bayesian approach in testing point null hypothesis: some examples revisited
Gómez Villegas, Miguel Ángel
519.22
p- values
Posterior probability
Point null
Prior distribution
Estadística aplicada
title_short A suitable Bayesian approach in testing point null hypothesis: some examples revisited
title_full A suitable Bayesian approach in testing point null hypothesis: some examples revisited
title_fullStr A suitable Bayesian approach in testing point null hypothesis: some examples revisited
title_full_unstemmed A suitable Bayesian approach in testing point null hypothesis: some examples revisited
title_sort A suitable Bayesian approach in testing point null hypothesis: some examples revisited
dc.creator.none.fl_str_mv Gómez Villegas, Miguel Ángel
Main Yaque, Paloma
Sanz San Miguel, Luis
author Gómez Villegas, Miguel Ángel
author_facet Gómez Villegas, Miguel Ángel
Main Yaque, Paloma
Sanz San Miguel, Luis
author_role author
author2 Main Yaque, Paloma
Sanz San Miguel, Luis
author2_role author
author
dc.contributor.none.fl_str_mv Universidad Complutense de Madrid
dc.subject.none.fl_str_mv 519.22
p- values
Posterior probability
Point null
Prior distribution
Estadística aplicada
topic 519.22
p- values
Posterior probability
Point null
Prior distribution
Estadística aplicada
description In the problem of testing the point null hypothesis H-0: theta = theta(0) versus H-1: theta not equal theta(0), with a previously given prior density for the parameter theta, we propose the following methodology: to fix an interval of radius epsilon around theta(0) and assign a prior mass, pi(0), to H-0 computed by the density pi(theta) over the interval (theta(0) - epsilon, theta(0) + epsilon), spreading the remainder, 1 - pi(0), over H-1 according to pi(theta). It is shown that for Lindley's paradox, the Normal model with some different priors and Darwin-Fisher's example, this procedure makes the posterior probability of H-0 and the p-value matching better than if the prior mass assigned to H-0 is 0.5.
publishDate 2002
dc.date.none.fl_str_mv 2002
2002-01-01
2002
2002-01-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/20.500.14352/56901
url https://hdl.handle.net/20.500.14352/56901
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Marcel Dekker
publisher.none.fl_str_mv Marcel Dekker
dc.source.none.fl_str_mv reponame:Docta Complutense
instname:Universidad Complutense de Madrid (UCM)
instname_str Universidad Complutense de Madrid (UCM)
reponame_str Docta Complutense
collection Docta Complutense
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869402489099386880
score 15.300724

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