Gómez Villegas, Miguel Ángel 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. 53-60. ISSN 0167-7152
Official URL: http://www.elsevier.com/wps/find/homepage.cws_home
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.
|Uncontrolled Keywords:||Epsilon contaminated class; Point null hypothesis; Posterior probability; p-values|
|Subjects:||Sciences > Mathematics > Mathematical statistics|
|Deposited On:||29 Jun 2010 11:36|
|Last Modified:||29 Jun 2010 11:36|
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