A simple general formula for tail probabilities for frequentist and Bayesian inference

作者: Donald Alexander Stuart Fraser , Nancy Reid , J Wu

DOI: 10.1093/BIOMET/86.2.249

关键词: Bayesian statisticsFrequentist inferenceApplied mathematicsBayes factorNuisance variablep-valueEconometricsMathematicsBayesian inferenceBayesian probabilityNuisance parameter

摘要: SUMMARY We describe a simple general formula for approximating the p-value testing scalar parameter in presence of nuisance parameters. The covers both frequentist and Bayesian contexts does not require explicit parameterisation. Implementation is discussed terms computer algebra packages. Examples are given relationship to Barndorff-Nielsen's approximation discussed.

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