Asymptotic relationships between posterior probabilities and p-values using the hazard rate
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2004
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North Holland
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Gómez Villegas, M. A. Main Yaque, P., Sanz San Miguel, L. & Navarro Veguillas, H. «Asymptotic Relationships between Posterior Probabilities and P-Values Using the Hazard Rate». Statistics & Probability Letters, vol. 66, n.o 1, enero de 2004, pp. 59-66. DOI.org (Crossref), https://doi.org/10.1016/j.spl.2003.10.011.
Abstract
In this paper the asymptotic relationship between the classical p-value and the infimum (over all unimodal and symmetric distributions) of the posterior probability in the point null hypothesis testing problem is analyzed. It is shown that the ratio between the infimum and the classical p-value has an equivalent asymptotic behavior to the hazard rate of the sample model.