RT Journal Article
T1 The Multivariate Point Null Testing Problem: A Bayesian Discussion
A1 Gómez Villegas, Miguel Ángel
A1 González Pérez, Beatriz
AB 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.
PB Elsevier Science
SN 0167-7152
YR 2008
FD 2008
LK https://hdl.handle.net/20.500.14352/50037
UL https://hdl.handle.net/20.500.14352/50037
LA eng
NO Gómez Villegas, M. A., & González Pérez, B. «The Multivariate Point Null Testing Problem: A Bayesian Discussion». Statistics & Probability Letters, vol. 78, n.o 17, diciembre de 2008, pp. 3070-74. DOI.org (Crossref), https://doi.org/10.1016/j.spl.2008.05.010.
DS Docta Complutense
RD 9 abr 2025