A STATISTICAL PARADOX
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Publication:3247488
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- Calibrated Bayes factors for model comparison
- On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
- Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
- Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
- A new Bayesian approach for determining the number of components in a finite mixture
- The Lindley paradox in optical interferometry
- A SUITABLE BAYESIAN APPROACH IN TESTING POINT NULL HYPOTHESIS: SOME EXAMPLES REVISITED
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
- Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
- Bayesian hypothesis testing: redux
- A Bayesian lasso via reversible-jump MCMC
- A matrix exponential spatial specification
- Bayesian testing of a point null hypothesis based on the latent information prior
- Adaptative significance levels using optimal decision rules: balancing by weighting the error probabilities
- \(\varepsilon\)-contaminated priors in contingency tables
- Decision-theoretic justifications for Bayesian hypothesis testing using credible sets
- Inconsistency identification in network meta-analysis via stochastic search variable selection
- A note on Lindley's paradox
- Objective Bayesian approach to the Jeffreys-Lindley paradox
- Testing normal means: the reconcilability of the \(P\) value and the Bayesian evidence
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
- Using MCMC chain outputs to efficiently estimate Bayes factors
- Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
- Evidence and credibility: Full Bayesian signifiance test for precise hypotheses
- Prior distributions for objective Bayesian analysis
- Nonsubjective Bayes testing -- an overview
- Bayesian comparison of models with inequality and equality constraints
- Two simple examples for understanding posterior \(p\)-values whose distributions are far from unform
- The Bayes factor for inequality and about equality constrained models
- Bayesian ikference procedures derived via the concept of relative surprise
- Consistency of Bayes factors for intrinsic priors in normal linear models
- Comparison of the \(p\)-value and posterior probability
- Default Bayes factors for ANOVA designs
- Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology
- Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing
- Equivalence between the posterior distribution of the likelihood ratio and a \(p\)-value in an invariant frame
- Statistical Decision Problems and Bayesian Nonparametric Methods
- Bayesian estimation in Kibble's bivariate gamma distribution
- Characterising trader manipulation in a limit-order driven market
- Uniformly most powerful Bayesian tests
- Approximate Bayesian model selection with the deviance statistic
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox
- Significance testing with no alternative hypothesis: A measure of surprise
- Bayesian model selection of informative hypotheses for repeated measurements
- Reconciling Bayesian and frequentist evidence in the point null testing problem
- Bayesian predictive model comparison via parallel sampling
- Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
- Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances
- Bayesian hypotheses testing using posterior density ratios
- Test procedures based on combination of Bayesian evidences for \(H_{0}\)
- \(r\times s\) tables from a Bayesian viewpoint
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
- Bayesian significance testing and multiple comparisons from MCMC outputs
- Asymptotic properties of anoya bayes factors
- Multiplicity-calibrated Bayesian hypothesis tests
- Automatic Bayes factors for testing variances of two independent normal distributions
- Editors' introduction to the special issue ``Bayes factors for testing hypotheses in psychological research: practical relevance and new developments
- Error probabilities in default Bayesian hypothesis testing
- How Bayes factors change scientific practice
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Bayes factors: Prior sensitivity and model generalizability
- The expected demise of the Bayes factor
- A new Bayesian procedure for testing point null hypotheses
- Permissible boundary prior function as a virtually proper prior density
- Bayes factor testing of equality and order constraints on measures of association in social research
- Testing for unit roots in a Bayesian framework
- Irreconcilability of \(P\)-value and Bayesian measure in two-sided hypothesis: Pareto distribution with the presence of nuisance parameter
- Severe testing of Benford's law
- A Bayesian analysis for the homogeneity testing problem using \(\varepsilon \)-contaminated priors
- On the correspondence between frequentist and Bayesian tests
- Bayesian transformation family selection: moving toward a transformed Gaussian universe
- scientific article; zbMATH DE number 7387521 (Why is no real title available?)
- Bayesian mixture modelling in geochronology via Markov chain Monte Carlo
- Model averaging for robust extrapolation in evidence synthesis
- Importance of the prior mass for agreement between frequentist and Bayesian approaches in the two-sided test
- The multivariate point null testing problem: a Bayesian discussion
- Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions
- Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC
- Assessing non-inferiority for incomplete paired-data under non-ignorable missing mechanism
- Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling
- Bayes Factors Based on p-Values and Sets of Priors With Restricted Strength
- Robust Bayesian hypothesis testing in the presence of nuisance parameters
- Modified p-Value of Two-Sided Test for Normal Distribution with Restricted Parameter Space
- On the calibration of Bayesian model choice criteria
- Confidence-credible intervals
- Unit roots: Bayesian significance test
- A nonparametric multidimensional latent class IRT model in a Bayesian framework
- A foundational justification for a weighted likelihood approach to inference
- A reverse to the Jeffreys-Lindley paradox
- Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations
- On the mathematics of the Jeffreys-Lindley paradox
- Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence
- The Statistical Interpretation of Forensic Glass Evidence
- Calibrated Bayes factors under flexible priors
- Bayesian assessment of goodness of fit against nonparametric alternatives
- Null Hypothesis Significance Testing Defended and Calibrated by Bayesian Model Checking
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