Gomez-Villegas, Miguel Angel and Main Yaque, Paloma and Sanz San Miguel, Luis
(2009)
*A Bayesian Analysis For The Multivariate Point Null Testing Problem.*
Statistics, 43
(4).
pp. 379-391.
ISSN 0233-1888

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Official URL: http://www.tandfonline.com/doi/pdf/10.1080/02331880802505173

## Abstract

A Bayesian test for the point null testing problem in the multivariate case is developed. A procedure to get the mixed distribution using the prior density is suggested. For comparisons between the Bayesian and classical approaches, lower bounds on posterior probabilities of the null hypothesis, over some reasonable classes of prior distributions, are computed and compared with the p-value of the classical test.

With our procedure, a better approximation is obtained because the p-value is in the range of the Bayesian measures

of evidence.

Item Type: | Article |
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Uncontrolled Keywords: | posterior probability; multivariate point null hypothesis; p-value; mixed prior distributions |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 15669 |

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Deposited On: | 19 Jun 2012 09:36 |

Last Modified: | 06 Feb 2014 10:29 |

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