Asymptotic relationships between posterior probabilities and p-values using the hazard rate
In this paper the asymptotic relationship between the classical p-value and the infimum (over all unimodal and symmetric distributions) of the posterior probability in the point null hypothesis testing problem is analyzed. It is shown that the ratio between the infimum and the classical p-value has...
| Autores: | , , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2004 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/49765 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/49765 |
| Access Level: | acceso abierto |
| Palabra clave: | 5219.22 Hazard rate p-value Point null hypothesis Tail-orderings Estadística aplicada |
| Sumario: | In this paper the asymptotic relationship between the classical p-value and the infimum (over all unimodal and symmetric distributions) of the posterior probability in the point null hypothesis testing problem is analyzed. It is shown that the ratio between the infimum and the classical p-value has an equivalent asymptotic behavior to the hazard rate of the sample model. |
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