Unified frequentist and Bayesian testing of a precise hypothesis

作者: J. O. Berger , B. Boukai , Y. Wang , Dennis V. Lindley , Thomas A. Louis

DOI: 10.1214/SS/1030037904

关键词:

摘要: In this paper, we show that the conditional frequentist method of testing a precise hypothesis can be made virtually equivalent to Bayesian testing. The conditioning strategy proposed by Berger, Brown and Wolpert in 1994, for simple versus case, is generalized precise null composite alternative hypothesis. Using strategy, both Bayesian will report same error probabilities upon rejecting or accepting. This of considerable interest because it often perceived are incompatible in situation. That they are compatible, when conditional allowed, strong indication "wrong" tests currently being used postexperimental assessment accuracy. new unified procedure discussed illustrated several common situations.

参考文章(24)
Anthony O'Hagan, Fractional Bayes Factors for Model Comparison Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 57, pp. 99- 118 ,(1995) , 10.1111/J.2517-6161.1995.TB02017.X
Marks R. Nester, An Applied Statistician's Creed Applied statistics. ,vol. 45, pp. 401- 410 ,(1996) , 10.2307/2986064
Ward Edwards, Harold Lindman, Leonard J. Savage, Bayesian statistical inference for psychological research. Psychological Review. ,vol. 70, pp. 193- 242 ,(1963) , 10.1037/H0044139
J. Kiefer, Admissibility of Conditional Confidence Procedures Annals of Statistics. ,vol. 4, pp. 836- 865 ,(1976) , 10.1214/AOS/1176343584
Lawrence D. Brown, A Contribution to Kiefer's Theory of Conditional Confidence Procedures Annals of Statistics. ,vol. 6, pp. 59- 71 ,(1978) , 10.1214/AOS/1176344065
C. Brownie, J. Kiefer, The ideas of conditional confidence in the simplest setting Communications in Statistics-theory and Methods. ,vol. 6, pp. 691- 751 ,(1977) , 10.1080/03610927708827526
James O. Berger, Thomas Sellke, Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence Journal of the American Statistical Association. ,vol. 82, pp. 112- 122 ,(1987) , 10.1080/01621459.1987.10478397
José M. Bernardo, A Bayesian analysis of classical hypothesis testing Trabajos De Estadistica Y De Investigacion Operativa. ,vol. 31, pp. 605- 647 ,(1980) , 10.1007/BF02888370