Publication: Asymptotic relationships between posterior probabilities and p-values using the hazard rate
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Publication Date
2004-01
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North Holland
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Abstract
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.