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oai:docta.ucm.es:20.500.14352/500442024-07-15T12:39:33Zcom_20.500.14352_14col_20.500.14352_15

00925njm 22002777a 4500 dc Gómez Villegas, Miguel Ángel author Portela García-Miguel, Javier author Sanz San Miguel, Luis author 2008 In this article, we deal with the problem of testing a point null hypothesis for the mean of a multivariate power exponential distribution. We study the conditions under which Bayesian and frequentist approaches can match. In this comparison it is observed that the tails of the model are the key to explain the reconciliability or irreconciliability between the two approaches. Gómez Villegas, M. A., Portela García-Miegul, J. & Sanz San Miguel, L. «A Bayesian Test for the Mean of the Power Exponential Distribution». Communications in Statistics - Theory and Methods, vol. 37, n.o 18, septiembre de 2008, pp. 2865-76. DOI.org (Crossref), https://doi.org/10.1080/03610920802162698. 0361-0926 10.1080/03610920802162698 https://hdl.handle.net/20.500.14352/50044 https//doi.org/10.1080/03610920802162698 https://www.tandfonline.com/doi/full/10.1080/03610920802162698 A Bayesian Test For The Mean Of The Power Exponential Distribution