Unified conditional frequentist and Bayesian testing: computations in practice and sample size determination

作者: Alessio Farcomeni

DOI:

关键词: Frequentist inferenceInferenceStatistical powerAlgorithmStatistical hypothesis testingBayes factorData miningBayesian statisticsFrequentist probabilityBayesian probabilityMathematics

摘要: Summary- Hypothesis testing is one of the areas inference in which Bayesian and frequentist methods tend to disagree. Berger et al. (1994) proposed a modification usual testing, made it acceptable from conditional point view. In this article, we propose simple numerical method avoid heavy computations when applying their test. We motivate by showing case parameter an exponential random variable. are confident that simplification will encourage people using test applications. Finally, procedure for choosing sample size proposed.

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