Irreconcilability of P-value and Bayesian measure in two-sided hypothesis: Pareto distribution with the presence of nuisance parameter

DOI10.1080/03610926.2014.881495MaRDI QIDQ2811448zbMATHOpenAlexFDO

Authors Rahim Chinipardaz, Khadijeh Mehri

Publication date 10 June 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.881495

zbMATH Keywords

nuisance parameter\(P\)-valuelower bound of posterior probability

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• A STATISTICAL PARADOX
• A SUITABLE BAYESIAN APPROACH IN TESTING POINT NULL HYPOTHESIS: SOME EXAMPLES REVISITED
• A note on Lindley's paradox
• Comparison of testing procedures utilizingP-values and Bayes factors in some common situations
• Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions
• Testing precise hypotheses. With comments and a rejoinder by the authors

Cited in

(5)

• The discrepancy of \(P\)-values and posterior probability: two-sided hypothesis of variance of normal distribution with unknown mean
• Modification of the \(P\)-value of a two-sided test with restricted parameter space and its reconciliation with Bayesian evidence
• The numerical reconcilability of Bayesian measure and p-value in interval hypotheses is not possible in general
• Testing normal means: the reconcilability of the \(P\) value and the Bayesian evidence
• P Values Maximized Over a Confidence Set for the Nuisance Parameter

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