Bayesian and frequentist evidence in one-sided hypothesis testing

DOI10.1007/S11749-021-00778-8MaRDI QIDQ2125485zbMATH OpenOpenAlexFDO

Authors Elías Moreno, Carmen Martínez

Publication date 14 April 2022

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-021-00778-8

zbMATH Keywords

\(p\) valuesBayesian one-sided testconsistencydecision ruleintrinsic priorsreference priors

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Recommendations

• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Scale Parameter Testing Problem
• The agreement between the generalized \(p\) value and Bayesian evidence in the one-sided testing problem
• Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions

Cites work

• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
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• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence

Cited in

(5)

• Bayesian Monte Carlo testing with one-dimensional measures of evidence
• Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Scale Parameter Testing Problem
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean

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