Biblioteca de la Universidad Complutense de Madrid

Asymptotic relationships between posterior probabilities and p-values using the hazard rate

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Gómez Villegas, Miguel A. y Main Yaque, Paloma y Sanz San Miguel, Luis y Navarro Veguillas, Hilario (2004) Asymptotic relationships between posterior probabilities and p-values using the hazard rate. Statistics & Probability Letters, 66 (1). pp. 59-66. ISSN 0167-7152

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URL Oficial: http://www.sciencedirect.com/science/journal/01677152



Resumen

In this paper the asymptotic relationship between the classical p-value and the infimum (over all unimodal and symmetric distributions) of the posterior probability in the point null hypothesis testing problem is analyzed. It is shown that the ratio between the infimum and the classical p-value has an equivalent asymptotic behavior to the hazard rate of the sample model.


Tipo de documento:Artículo
Palabras clave:Hazard rate; p-value; Point null hypothesis; Tail-orderings
Materias:Ciencias > Matemáticas > Estadística aplicada
Código ID:13922
Depositado:18 Nov 2011 08:19
Última Modificación:04 Mar 2016 15:06

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