Para depositar en Docta Complutense, identifícate con tu correo @ucm.es en el SSO institucional: Haz clic en el desplegable de INICIO DE SESIÓN situado en la parte superior derecha de la pantalla. Introduce tu correo electrónico y tu contraseña de la UCM y haz clic en el botón MI CUENTA UCM, no autenticación con contraseña.
 

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

Loading...
Thumbnail Image

Full text at PDC

Publication date

2002

Advisors (or tutors)

Editors

Journal Title

Journal ISSN

Volume Title

Publisher

Marcel Dekker
Citations
Google Scholar

Citation

Gómez Villegas, M. A., Main Yaque, P. & Sanz San Miguel, L. «A SUITABLE BAYESIAN APPROACH IN TESTING POINT NULL HYPOTHESIS: SOME EXAMPLES REVISITED». Communications in Statistics - Theory and Methods, vol. 31, n.o 2, febrero de 2002, pp. 201-17. DOI.org (Crossref), https://doi.org/10.1081/STA-120002646.

Abstract

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.

Research Projects

Organizational Units

Journal Issue

Description

Unesco subjects

Keywords

Collections