Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
| dc.contributor.author | Gómez Villegas, Miguel Ángel | |
| dc.contributor.author | Sanz San Miguel, Luis | |
| dc.date.accessioned | 2023-06-20T16:45:06Z | |
| dc.date.available | 2023-06-20T16:45:06Z | |
| dc.date.issued | 2000-03-15 | |
| dc.description.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. | en |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/10901 | |
| dc.identifier.doi | 10.1016/SO167-7152(99)00137-8 | |
| dc.identifier.issn | 0167-7152 | |
| dc.identifier.officialurl | https//doi.org/10.1016/SO167-7152(99)00137-8 | |
| dc.identifier.relatedurl | http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V1D-3YF9XP0-7&_user=144492&_coverDate=03%2F15%2F2000&_alid=1380168000&_rdoc=3&_fmt=high&_orig=search&_cdi=5672&_sort=r&_docanchor=&view=c&_ct=3&_acct=C000012038&_version=1&_urlVersion=0&_userid=14 | |
| dc.identifier.relatedurl | http://www.elsevier.com/wps/find/homepage.cws_home | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/56842 | |
| dc.issue.number | 1 | |
| dc.journal.title | Statistics & Probability Letters | |
| dc.language.iso | eng | |
| dc.page.final | 60 | |
| dc.page.initial | 53 | |
| dc.publisher | North Holland | |
| dc.rights.accessRights | open access | |
| dc.subject.keyword | Epsilon contaminated class | |
| dc.subject.keyword | Point null hypothesis | |
| dc.subject.keyword | Posterior probability | |
| dc.subject.keyword | p-values | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability | en |
| dc.type | journal article | |
| dc.volume.number | 47 | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | c8f6ba8b-2df4-4f4a-ac9a-76e7b061e41a | |
| relation.isAuthorOfPublication | 64af750b-6141-441e-b18f-d2fcc9f2e7b4 | |
| relation.isAuthorOfPublication.latestForDiscovery | 64af750b-6141-441e-b18f-d2fcc9f2e7b4 |
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