2026-06-08T03:45:52Zhttps://docta.ucm.es/rest/oai/requestoai:docta.ucm.es:20.500.14352/422102024-07-15T12:41:04Zcom_20.500.14352_14col_20.500.14352_15
Docta Complutense
author
Gómez Villegas, Miguel Ángel
author
Main Yaque, Paloma
author
Sanz San Miguel, Luis
2023-06-20T00:12:55Z
2023-06-20T00:12:55Z
2009-08
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.
0233-1888
10.1080/02331880802505173
https://hdl.handle.net/20.500.14352/42210
https//doi.org/10.1080/02331880802505173
http://www.tandfonline.com/doi/pdf/10.1080/02331880802505173
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 measures
of evidence.
eng
A Bayesian Analysis For The Multivariate Point Null Testing Problem
journal article
URL
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Villegas05.pdf