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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

PDF
855kB |

Official URL: http://www.elsevier.com/wps/find/homepage.cws_home

## 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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