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Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability

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Gómez Villegas, Miguel A. and Sanz San Miguel, Luis (2000) Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability. Statistics & Probability Letters, 47 (1). pp. 53-60. ISSN 0167-7152

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Abstract

In this paper the problem of testing a point null hypothesis from the Bayesian perspective and the relation between this and the classical approach is studied. A procedure to determine the mixed prior distribution is introduced and a justification for this construction based on a measure of discrepancy is given. Then, we compare a lower bound for the posterior probability, when the prior is in the class of -contaminated distributions, of the point null hypothesis with the p-value.


Item Type:Article
Uncontrolled Keywords:Epsilon contaminated class; Point null hypothesis; Posterior probability; p-values
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:10901
Deposited On:29 Jun 2010 09:36
Last Modified:04 Mar 2016 15:14

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