On the frequentist and Bayesian approaches to hypothesis testing.

Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selecti...

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Detalles Bibliográficos
Autores: Girón González-Torre, Francisco Javier, Moreno, Elías
Tipo de recurso: artículo
Fecha de publicación:2006
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/3789
Acceso en línea:https://hdl.handle.net/2099/3789
Access Level:acceso abierto
Palabra clave:Statistics
Inference
Estadística
Inferència
Classificació AMS::62 Statistics::62A01 Foundational and philosophical topics
Classificació AMS::62 Statistics::62F Parametric inference
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spelling On the frequentist and Bayesian approaches to hypothesis testing.Girón González-Torre, Francisco JavierMoreno, ElíasStatisticsInferenceEstadísticaInferènciaClassificació AMS::62 Statistics::62A01 Foundational and philosophical topicsClassificació AMS::62 Statistics::62F Parametric inferenceHypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper we briefly revise the basic aspects of hypothesis testing for both the frequentist and Bayesian procedures and discuss the variable selection problem in normal linear regression for which the discrepancies are more apparent. Illustrations on simulated and real data are given.Peer ReviewedInstitut d'Estadística de Catalunya20062006-01-0120072007-11-15journal articlehttp://purl.org/coar/resource_type/c_6501NAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2099/3789reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivs 2.5 Spainhttp://creativecommons.org/licenses/by-nc-nd/2.5/es/info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2099/37892026-05-27T15:37:01Z
dc.title.none.fl_str_mv On the frequentist and Bayesian approaches to hypothesis testing.
title On the frequentist and Bayesian approaches to hypothesis testing.
spellingShingle On the frequentist and Bayesian approaches to hypothesis testing.
Girón González-Torre, Francisco Javier
Statistics
Inference
Estadística
Inferència
Classificació AMS::62 Statistics::62A01 Foundational and philosophical topics
Classificació AMS::62 Statistics::62F Parametric inference
title_short On the frequentist and Bayesian approaches to hypothesis testing.
title_full On the frequentist and Bayesian approaches to hypothesis testing.
title_fullStr On the frequentist and Bayesian approaches to hypothesis testing.
title_full_unstemmed On the frequentist and Bayesian approaches to hypothesis testing.
title_sort On the frequentist and Bayesian approaches to hypothesis testing.
dc.creator.none.fl_str_mv Girón González-Torre, Francisco Javier
Moreno, Elías
author Girón González-Torre, Francisco Javier
author_facet Girón González-Torre, Francisco Javier
Moreno, Elías
author_role author
author2 Moreno, Elías
author2_role author
dc.subject.none.fl_str_mv Statistics
Inference
Estadística
Inferència
Classificació AMS::62 Statistics::62A01 Foundational and philosophical topics
Classificació AMS::62 Statistics::62F Parametric inference
topic Statistics
Inference
Estadística
Inferència
Classificació AMS::62 Statistics::62A01 Foundational and philosophical topics
Classificació AMS::62 Statistics::62F Parametric inference
description Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper we briefly revise the basic aspects of hypothesis testing for both the frequentist and Bayesian procedures and discuss the variable selection problem in normal linear regression for which the discrepancies are more apparent. Illustrations on simulated and real data are given.
publishDate 2006
dc.date.none.fl_str_mv 2006
2006-01-01
2007
2007-11-15
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2099/3789
url https://hdl.handle.net/2099/3789
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
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
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
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institut d'Estadística de Catalunya
publisher.none.fl_str_mv Institut d'Estadística de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.300724

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