Gómez Villegas, Miguel A. and Main Yaque, Paloma and Sanz San Miguel, Luis and Navarro Veguillas, Hilario (2004) Asymptotic relationships between posterior probabilities and pvalues using the hazard rate. Statistics & Probability Letters, 66 (1). pp. 5966. ISSN 01677152

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Official URL: http://www.sciencedirect.com/science/journal/01677152
Abstract
In this paper the asymptotic relationship between the classical pvalue 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 pvalue has an equivalent asymptotic behavior to the hazard rate of the sample model.
Item Type:  Article 

Uncontrolled Keywords:  Hazard rate; pvalue; Point null hypothesis; Tailorderings 
Subjects:  Sciences > Mathematics > Applied statistics 
ID Code:  13922 
Deposited On:  18 Nov 2011 08:19 
Last Modified:  04 Mar 2016 15:06 
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