RT Journal Article
T1 Reconciling Bayesian and frequentist evidence in the point null testing problem
A1 Gómez Villegas, Miguel Ángel
A1 Sanz, Luis
AB For the point null hypothesis testing problem it is shown that, in some situations, the classical evidence againstH 0, expressed in terms of the p-value, is in the range of Bayesian measures of evidence. In these situations, it is therefore possible to reconcile measures of evidence between Bayesian and frequentist approaches. More specifically, for the class of unimodal, symmetric and nonincreasing prior distributions, it is shown that the infimum of the posterior probability ofH 0 is numerically equal to thep value. The discrepancy which appears in the literature dedicated to this subject until now, is due to the form of the mixed distribution and not due to its use as a prior.
PB Sociedad Estadistica Investigacion Operativa
SN 1133-0686
YR 1998
FD 1998
LK https://hdl.handle.net/20.500.14352/57450
UL https://hdl.handle.net/20.500.14352/57450
LA eng
NO Gómez Villegas, M. A. & Sanz, L. «Reconciling Bayesian and Frequentist Evidence in the Point Null Testing Problem». Test, vol. 7, n.o 1, junio de 1998, pp. 207-16. DOI.org (Crossref), https://doi.org/10.1007/BF02565110.
DS Docta Complutense
RD 6 abr 2025