Person:
Gómez Villegas, Miguel Ángel

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First Name
Miguel Ángel
Last Name
Gómez Villegas
URI
https://hdl.handle.net/20.500.14352/75682
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Estadística e Investigación Operativa
Area
Estadística e Investigación Operativa
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1998 - 19992
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End date: 1999 × Start date: 1998 ×

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Now showing 1 - 2 of 2
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    Reconciling Bayesian and frequentist evidence in the point null testing problem
    (Test, 1998) Gómez Villegas, Miguel Ángel; Sanz, Luis
    For the point null hypothesis testing problem it is shown that, in some situations, the classical evidence againstH 0, expressed in terms of the p-value, is in the range of Bayesian measures of evidence. In these situations, it is therefore possible to reconcile measures of evidence between Bayesian and frequentist approaches. More specifically, for the class of unimodal, symmetric and nonincreasing prior distributions, it is shown that the infimum of the posterior probability ofH 0 is numerically equal to thep value. The discrepancy which appears in the literature dedicated to this subject until now, is due to the form of the mixed distribution and not due to its use as a prior.
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    The dynamic linear model: an application to flood forecasting
    (Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales., 1999) Gómez Sánchez-Manzano, Eusebio; Gómez Villegas, Miguel Ángel; Tejada Cazorla, Juan Antonio
    This paper introduces the Bayesian Dynamic Linear Model to predict the flows (mainly in flood conditions) at a point of a river in successive instants of time, knowing the previous flows at several stations located up the river. The model is fitted to a Spanish river rises.