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...

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Detalles Bibliográficos
Autores: Gómez Villegas, Miguel Ángel, Sanz San Miguel, Luis
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
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spelling Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probabilityGómez Villegas, Miguel ÁngelSanz San Miguel, LuisEpsilon contaminated classPoint null hypothesisPosterior probabilityp-valuesEstadística matemática (Matemáticas)1209 EstadísticaIn 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.North HollandUniversidad Complutense de Madrid20002000-03-1520002000-03-15journal articlehttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/20.500.14352/56842reponame:Docta Complutenseinstname:Universidad Complutense de Madrid (UCM)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:docta.ucm.es:20.500.14352/568422026-06-02T12:44:21Z
dc.title.none.fl_str_mv Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
title Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
spellingShingle Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
Gómez Villegas, Miguel Ángel
Epsilon contaminated class
Point null hypothesis
Posterior probability
p-values
Estadística matemática (Matemáticas)
1209 Estadística
title_short Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
title_full Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
title_fullStr Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
title_full_unstemmed Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
title_sort Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
dc.creator.none.fl_str_mv Gómez Villegas, Miguel Ángel
Sanz San Miguel, Luis
author Gómez Villegas, Miguel Ángel
author_facet Gómez Villegas, Miguel Ángel
Sanz San Miguel, Luis
author_role author
author2 Sanz San Miguel, Luis
author2_role author
dc.contributor.none.fl_str_mv Universidad Complutense de Madrid
dc.subject.none.fl_str_mv Epsilon contaminated class
Point null hypothesis
Posterior probability
p-values
Estadística matemática (Matemáticas)
1209 Estadística
topic Epsilon contaminated class
Point null hypothesis
Posterior probability
p-values
Estadística matemática (Matemáticas)
1209 Estadística
description 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.
publishDate 2000
dc.date.none.fl_str_mv 2000
2000-03-15
2000
2000-03-15
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/20.500.14352/56842
url https://hdl.handle.net/20.500.14352/56842
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 North Holland
publisher.none.fl_str_mv North Holland
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
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score 15,301603

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