Biblioteca de la Universidad Complutense de Madrid

A suitable Bayesian approach in testing point null hypothesis: some examples revisited

Impacto



Gómez Villegas, Miguel A. y Main Yaque, Paloma y Sanz San Miguel, Luis (2002) A suitable Bayesian approach in testing point null hypothesis: some examples revisited. Communications in statistics. Theory and methods, 31 (2). pp. 212-217. ISSN 1532-415X

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Resumen

In the problem of testing the point null hypothesis H-0: theta = theta(0) versus H-1: theta not equal theta(0), with a previously given prior density for the parameter theta, we propose the following methodology: to fix an interval of radius epsilon around theta(0) and assign a prior mass, pi(0), to H-0 computed by the density pi(theta) over the interval (theta(0) - epsilon, theta(0) + epsilon), spreading the remainder, 1 - pi(0), over H-1 according to pi(theta). It is shown that for Lindley's paradox, the Normal model with some different priors and Darwin-Fisher's example, this procedure makes the posterior probability of H-0 and the p-value matching better than if the prior mass assigned to H-0 is 0.5.


Tipo de documento:Artículo
Palabras clave:p- values; Posterior probability; Point null; Prior distribution
Materias:Ciencias > Matemáticas > Estadística aplicada
Código ID:11129
Depositado:09 Sep 2010 07:18
Última Modificación:04 Mar 2016 15:00

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