A Bayesian Test For The Mean Of The Power Exponential Distribution

Gómez Villegas, Miguel Ángel; Portela García-Miguel, Javier; Sanz San Miguel, Luis

A Bayesian Test For The Mean Of The Power Exponential Distribution

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Official URL

https//doi.org/10.1080/03610920802162698

Publication date

2008

Authors

Gómez Villegas, Miguel Ángel

Portela García-Miguel, Javier

Sanz San Miguel, Luis

Publisher

Taylor & Francis

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URI

https://hdl.handle.net/20.500.14352/50044

Citation

Gómez Villegas, M. A., Portela García-Miegul, J. & Sanz San Miguel, L. «A Bayesian Test for the Mean of the Power Exponential Distribution». Communications in Statistics - Theory and Methods, vol. 37, n.o 18, septiembre de 2008, pp. 2865-76. DOI.org (Crossref), https://doi.org/10.1080/03610920802162698.

Abstract

In this article, we deal with the problem of testing a point null hypothesis for the mean of a multivariate power exponential distribution. We study the conditions under which Bayesian and frequentist approaches can match. In this comparison it is observed that the tails of the model are the key to explain the reconciliability or irreconciliability between the two approaches.