Evidence and credibility: Full Bayesian signifiance test for precise hypotheses (Q1612919): Difference between revisions
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English | Evidence and credibility: Full Bayesian signifiance test for precise hypotheses |
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Evidence and credibility: Full Bayesian signifiance test for precise hypotheses (English)
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10 September 2002
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Summary: A Bayesian measure of evidence for precise hypotheses is presented. The intention is to give a Bayesian alternative to significance tests or, equivalently, to p-values. In fact, a set is defined in the parameter space and the posterior probability, its credibility, is evaluated. This set is the `highest posterior density region' that is `tangent' to the set that defines the null hypothesis. Our measure of evidence is the complement of the credibility of the `tangent' region.
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Bayes factor
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numerical integration
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global optimization
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p-value
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posterior density
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