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Gómez Villegas, Miguel A. and González Pérez, Beatriz
(2008)
*The Multivariate Point Null Testing Problem: A Bayesian Discussion.*
Statistics & Probability Letters, 78
(17).
pp. 3070-3074.
ISSN 0167-7152

PDF
Restringido a Repository staff only 406kB |

Official URL: http://www.sciencedirect.com/science/article/pii/S0167715208002691

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## Abstract

In this paper the problem of testing a multivariate point hypothesis is considered. Of interest is the relationship between the p-value and the posterior probability. A Bayesian test for simple H0 V � D �0 versus bilateral H0 V 6D 0, with a mixed prior distribution for the parameter , is developed. The methodology consists of fixing a sphere of radius around 0 and assigning a prior mass,0, to H0 by integrating the density ./ over this sphere and spreading the remainder, 1 0, over H1 according to ./. A theorem that

shows when the frequentist and Bayesian procedures can give rise to the same decision is proved. Then, some examples are revisited.

Item Type: | Article |
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Uncontrolled Keywords: | P-Values; Hypothesis; Probability; Frequentist;Statistics & Probability |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 15829 |

Deposited On: | 05 Jul 2012 10:05 |

Last Modified: | 25 Jun 2018 08:32 |

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