RT Journal Article
T1 A Bayesian Analysis For The Multivariate Point Null Testing Problem
A1 Gómez Villegas, Miguel Ángel
A1 Main Yaque, Paloma
A1 Sanz San Miguel, Luis
AB A Bayesian test for the point null testing problem in the multivariate case is developed. A procedure to get the mixed distribution using the prior density is suggested. For comparisons between the Bayesian and classical approaches, lower bounds on posterior probabilities of the null hypothesis, over some reasonable classes of prior distributions, are computed and compared with the p-value of the classical test.With our procedure, a better approximation is obtained because the p-value is in the range of the Bayesian measuresof evidence.
PB Taylor & Francis
SN 0233-1888
YR 2009
FD 2009-08
LK https://hdl.handle.net/20.500.14352/42210
UL https://hdl.handle.net/20.500.14352/42210
LA eng
NO Gómez Villegas, M. A., Main Yaque, P. & Sanz San Miguel, L. «A Bayesian Analysis for the Multivariate Point Null Testing Problem». Statistics, vol. 43, n.o 4, agosto de 2009, pp. 379-91. DOI.org (Crossref), https://doi.org/10.1080/02331880802505173.
NO Ministerio de Educación, Formación Profesional y Deportes (España)
NO Universidad Complutense de Madrid
DS Docta Complutense
RD 10 abr 2025