Demystify Lindley's paradox by connecting p-value and posterior probability

DOI10.4310/21-SII668MaRDI QIDQ2073553zbMATH OpenFDO

Authors Guosheng Yin, Haolun Shi

Publication date 2 February 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.10883

zbMATH Keywords

Bayesian posterior probabilityhypothesis testinginterpretation of \(p\)-valuepoint null hypothesistwo-sided test

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Cited in

(2)

• History and nature of the Jeffreys-Lindley paradox
• A sample size-dependent prior strategy for bridging the Bayesian-frequentist gap in point null hypothesis testing

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