Optimal hypothesis testing: From semi to fully Bayes factors

DOI10.1007/S00184-008-0205-4MaRDI QIDQ2268370zbMATH OpenOpenAlexWikidataFDO

Authors Albert Vexler, Chengqing Wu, Kai F. Yu

Publication date 8 March 2010

Published in Metrika (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2826851

zbMATH Keywords

Bayes factorhypotheses testinglikelihood ratiomaximum likelihoodmost powerfulsignificance levelType I error

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cited in

(10)

• Bayesian empirical likelihood methods for quantile comparisons
• Lower bounds on Bayes factors for invariant testing situations
• A Bayesian decision-theoretic approach to logically-consistent hypothesis testing
• Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study
• An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation
• Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig
• A Simple Density-Based Empirical Likelihood Ratio Test for Independence
• An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
• A two-sample empirical likelihood ratio test based on samples entropy
• A Characterization of Most(More) Powerful Test Statistics with Simple Nonparametric Applications

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