Gómez Villegas, Miguel ÁngelGonzález Pérez, Beatriz2023-06-192023-06-192013-06Gómez Villegas, M. A. & González Pérez, B. «Importance of the Prior Mass for Agreement between Frequentist and Bayesian Approaches in the Two-Sided Test». Statistics, vol. 47, n.o 3, junio de 2013, pp. 558-65. DOI.org (Crossref), https://doi.org/10.1080/02331888.2012.658396.0233-188810.1080/02331888.2012.658396https://hdl.handle.net/20.500.14352/33325A Bayesian test for H-0: = (0) versus H-1: (0) is developed. The methodology consists of fixing a sphere of radius around (0), assigning to H-0 a prior mass, (0), computed by integrating a density function () over this sphere, and spreading the remainder, 1(0), over H-1 according to (). The ultimate goal is to show when p values and posterior probabilities can give rise to the same decision in the following sense. For a fixed level of significance , when do (12) exist such that, regardless of the data, a Bayesian proponent who uses the proposed mixed prior with (0)((1), (2)) reaches, by comparing the posterior probability of H-0 with 1/2, the same conclusion as a frequentist who uses to quantify the p value? A theorem that provides the required constructions of (1) and (2) under verification of a sufficient condition ((12)) is proved. Some examples are revisited.Importance of the prior mass for agreement between frequentist and Bayesian approaches in the two-sided testjournal articlehttps//doi.org/10.1080/02331888.2012.658396http://www.tandfonline.com/doi/abs/10.1080/02331888.2012.658396#.UdFggDvwm4Qmetadata only access519.2Posterior probabilityMultivariate point null hypothesisp-valueLindley's paradox62F1562F03Estadística matemática (Matemáticas)1209 Estadística