Gómez Villegas, Miguel A. and Sanz San Miguel, Luis (2000) Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability. Statistics & Probability Letters, 47 (1). pp. 5360. ISSN 01677152

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Abstract
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 pvalue.
Item Type:  Article 

Uncontrolled Keywords:  Epsilon contaminated class; Point null hypothesis; Posterior probability; pvalues 
Subjects:  Sciences > Mathematics > Mathematical statistics 
ID Code:  10901 
Deposited On:  29 Jun 2010 09:36 
Last Modified:  04 Mar 2016 15:14 
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