%0 Journal Article
%A Gómez Villegas, Miguel Ángel
%A González Pérez, Beatriz
%T The Multivariate Point Null Testing Problem: A Bayesian Discussion
%D 2008
%@ 0167-7152
%U https://hdl.handle.net/20.500.14352/50037
%X In this paper the problem of testing a multivariate point hypothesis is considered. Of interest is the relationship between the p-value and the posterior probability. A Bayesian test for simple H0 V � D �0 versus bilateral H0 V 6D 0, with a mixed prior distribution for the parameter , is developed. The methodology consists of fixing a  sphere of radius around 0 and assigning a prior mass,0, to H0 by integrating the density ./ over this sphere and spreading the remainder, 1 0, over H1 according to ./. A theorem thatshows when the frequentist and Bayesian procedures can give rise to the same decision is proved. Then, some examples are revisited.
%~