Two simple examples for understanding posterior \(p\)-values whose distributions are far from unform

DOI10.1214/13-EJS854zbMath1294.62049MaRDI QIDQ375219

Andrew Gelman

Publication date: 29 October 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1382448225

zbMATH Keywords

model checking; \(p\)-value; Bayesian inference; \(u\)-value; posterior predictive check

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

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Uses Software

• BayesDA

Cites Work

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• Comment: Bayesian checking of the second levels of hierarchical models