Gómez Villegas, Miguel A. and Main Yaque, Paloma and 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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Official URL: http://www.informaworld.com/smpp/title~content=t713597238~db=all

## Abstract

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.

Item Type: | Article |
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Uncontrolled Keywords: | p- values; Posterior probability; Point null; Prior distribution |

Subjects: | Sciences > Mathematics > Applied statistics |

ID Code: | 11129 |

Deposited On: | 09 Sep 2010 07:18 |

Last Modified: | 04 Mar 2016 15:00 |

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