Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
In this paper the problem of testing a point null hypothesis from the Bayesian perspective and the relation between this and the classical approach is studied. A procedure to determine the mixed prior distribution is introduced and a justification for this construction based on a measure of discrepa...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2000 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/56842 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/56842 |
| Access Level: | acceso abierto |
| Palabra clave: | Epsilon contaminated class Point null hypothesis Posterior probability p-values Estadística matemática (Matemáticas) 1209 Estadística |
| Sumario: | In this paper the problem of testing a point null hypothesis from the Bayesian perspective and the relation between this and the classical approach is studied. A procedure to determine the mixed prior distribution is introduced and a justification for this construction based on a measure of discrepancy is given. Then, we compare a lower bound for the posterior probability, when the prior is in the class of -contaminated distributions, of the point null hypothesis with the p-value. |
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