Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
Loading...
Download
Official URL
Full text at PDC
Publication date
2000
Advisors (or tutors)
Editors
Journal Title
Journal ISSN
Volume Title
Publisher
North Holland
Citation
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.