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A suitable Bayesian approach in testing point null hypothesis: some examples revisited



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Gómez Villegas, Miguel A. and Main Yaque, Paloma and Sanz San Miguel, Luis (2002) A suitable Bayesian approach in testing point null hypothesis: some examples revisited. Communications in statistics. Theory and methods, 31 (2). pp. 212-217. ISSN 1532-415X

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Official URL: http://www.informaworld.com/smpp/title~content=t713597238~db=all


In the problem of testing the point null hypothesis H-0: theta = theta(0) versus H-1: theta not equal theta(0), with a previously given prior density for the parameter theta, we propose the following methodology: to fix an interval of radius epsilon around theta(0) and assign a prior mass, pi(0), to H-0 computed by the density pi(theta) over the interval (theta(0) - epsilon, theta(0) + epsilon), spreading the remainder, 1 - pi(0), over H-1 according to pi(theta). It is shown that for Lindley's paradox, the Normal model with some different priors and Darwin-Fisher's example, this procedure makes the posterior probability of H-0 and the p-value matching better than if the prior mass assigned to H-0 is 0.5.

Item Type:Article
Uncontrolled Keywords:p- values; Posterior probability; Point null; Prior distribution
Subjects:Sciences > Mathematics > Applied statistics
ID Code:11129
Deposited On:09 Sep 2010 07:18
Last Modified:04 Mar 2016 15:00

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