The agreement between the generalized p value and Bayesian evidence in the one-sided testing problem
The agreement between the generalized \(p\) value and Bayesian evidence in the one-sided testing problem
Summary: In the problem of testing one-sided hypotheses, a frequentist may measure evidence against the null hypothesis by the \(p\) value, while a Bayesian may measure it by the posterior probability that the null hypothesis is true. In this paper, we consider the relationship between the generalized \(p\) value and the Bayesian evidence in testing one-sided hypotheses in the presence of nuisance parameters. The sufficient conditions for the agreement between these two kinds of evidence are given. Some examples are provided to show the agreement of Bayesian and frequentist evidence in many classical testing problems. This is an illustration of reconcilability of evidence in a general framework where the nuisance parameters are present.
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- Testing normal means: the reconcilability of the P value and the Bayesian evidence
- Reconciling Bayesian and Frequentist Evidence in the One-Sided Scale Parameter Testing Problem
- Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
- Reconciling Bayesian and frequentist evidence in the point null testing problem
- A comment on D. V. Lindley's statistical paradox
- A STATISTICAL PARADOX
- Fiducial Generalized Confidence Intervals
- Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions
- scientific article; zbMATH DE number 3229162 (Why is no real title available?)
- scientific article; zbMATH DE number 3276287 (Why is no real title available?)
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- Lindley's Paradox
- Posterior predictive \(p\)-values
- Reconciling Bayesian and Frequentist Evidence in the One-Sided Scale Parameter Testing Problem
- Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
- Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
- Testing precise hypotheses. With comments and a rejoinder by the authors
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- Assessing post-data weight of evidence
- Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions
- Prior and posterior predictive p-values in the one-sided location parameter testing problem
- Reconciling Bayesian and Frequentist Evidence in the One-Sided Scale Parameter Testing Problem
- Bayesian approach to estimation of accuracy in two-sided testing
- Testing normal means: the reconcilability of the P value and the Bayesian evidence
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