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A Bayesian Analysis For The Multivariate Point Null Testing Problem Gómez Villegas, Miguel Ángel Main Yaque, Paloma Sanz San Miguel, Luis 519.22 Posterior probability Multivariate point null hypothesis p-value Mixed prior distributions Estadística matemática (Matemáticas) 1209 Estadística 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. Ministerio de Educación, Formación Profesional y Deportes (España) Universidad Complutense de Madrid Depto. de Estadística e Investigación Operativa Fac. de Ciencias Matemáticas TRUE pub 2023-06-20T00:12:55Z 2023-06-20T00:12:55Z 2009-08 journal article https://hdl.handle.net/20.500.14352/42210 0233-1888 10.1080/02331880802505173 eng This research was supported by MEC from Spain, Grant number MTM2005-5462 and CM-UCM Grant Number GR69/06.The authors are grateful to reviewers for very helpful comments. 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. restricted access application/pdf Taylor & Francis