A STATISTICAL PARADOX
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Publication:3247488
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(only showing first 100 items - show all)- The multivariate point null testing problem: a Bayesian discussion
- Choosing priors for constrained analysis of variance: methods based on training data
- Approximate Bayesian model selection with the deviance statistic
- Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective
- The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation
- The R2D2 Prior for Generalized Linear Mixed Models
- Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling
- Asymptotic properties of anoya bayes factors
- The Statistical Education of Harold Jeffreys
- Bayesian ikference procedures derived via the concept of relative surprise
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
- Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC
- Frequentist properties of Bayesian inequality tests
- The evaluation of the p -value as an estimator for the null hypothesis in the exponential distribution
- Adaptive change-point mixed models applied to data on outpatient tetracycline use in Europe
- Model averaging for robust extrapolation in evidence synthesis
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
- The support interval
- Assessment of generalised Bayesian structural equation models for continuous and binary data
- On the calibration of Bayesian model choice criteria
- Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model
- Bayesian estimation in Kibble's bivariate gamma distribution
- A discussion of the question: for what use are tests of hypotheses and tests of significance
- A matrix exponential spatial specification
- Bayesian testing of a point null hypothesis based on the latent information prior
- A Bayesian lasso via reversible-jump MCMC
- Blending Bayesian and Classical Tools to Define Optimal Sample-Size-Dependent Significance Levels
- Prior distributions for objective Bayesian analysis
- The relation between theory and application in statistics. (With discussion)
- The application of robust Bayesian analysis to hypothesis testing and Occam's Razor
- Subjective Bayesian testing using calibrated prior probabilities
- The admissibility of the p-value for the testing of parameters in the Pareto distribution
- On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
- Characterising trader manipulation in a limit-order driven market
- Posterior model consistency in high-dimensional Bayesian variable selection with arbitrary priors
- Bayesian evidence test for precise hypotheses
- Semiparametric Bayesian hierarchical models for heterogeneous population in nonlinear mixed effect model: application to gastric emptying studies
- Bayesian hypothesis tests with diffuse priors: can we have our cake and eat it too?
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Bayesian epidemic models for spatially aggregated count data
- A reverse to the Jeffreys-Lindley paradox
- Adaptative significance levels using optimal decision rules: balancing by weighting the error probabilities
- Bayes factors: Prior sensitivity and model generalizability
- Logic with numbers
- Classical versus Bayesian statistics
- A small-sample Bayesian information criterion that does not overstate the evidence, with an application to calibrating p-values from likelihood-ratio tests
- Bayesian model selection of informative hypotheses for repeated measurements
- The agreement between the generalized \(p\) value and Bayesian evidence in the one-sided testing problem
- Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances
- Testing a precise null hypothesis: the case of Lindley's paradox
- On the Jeffreys-Lindley paradox
- Expected return, realized return and asset pricing tests
- Nonsubjective Bayes testing -- an overview
- Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions
- 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
- The expected demise of the Bayes factor
- Bayesian mixture modelling in geochronology via Markov chain Monte Carlo
- Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations
- Multiplicity-calibrated Bayesian hypothesis tests
- Irreconcilability of P-value and Bayesian measure in two-sided hypothesis: Pareto distribution with the presence of nuisance parameter
- An objective Bayesian criterion to determine model prior probabilities
- Comparison of the p-value and posterior probability
- Bayes factor asymptotics for variable selection in the Gaussian process framework
- The great crypto crash in September 2018: why did the cryptocurrency market collapse?
- On the mathematics of the Jeffreys-Lindley paradox
- Objective Bayesian approach to the Jeffreys-Lindley paradox
- Model fusion and multiple testing in the likelihood paradigm: shrinkage and evidence supporting a point null hypothesis
- Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox
- Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
- Significance testing with no alternative hypothesis: A measure of surprise
- Modified p-Value of Two-Sided Test for Normal Distribution with Restricted Parameter Space
- Bayesian comparison of models with inequality and equality constraints
- Defining a credible interval is not always possible with ``point-null priors: a lesser-known correlate of the Jeffreys-Lindley paradox (with discussion)
- A SUITABLE BAYESIAN APPROACH IN TESTING POINT NULL HYPOTHESIS: SOME EXAMPLES REVISITED
- Bayesian assessment of goodness of fit against nonparametric alternatives
- A review of regularised estimation methods and cross-validation in spatiotemporal statistics
- Bayesian and frequentist testing for differences between two groups with parametric and nonparametric two-sample tests
- On the safe use of prior densities for Bayesian model selection
- Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
- Test procedures based on combination of Bayesian evidences for \(H_{0}\)
- Economical experiments: Bayesian efficient experimental design
- Decision-theoretic justifications for Bayesian hypothesis testing using credible sets
- Permissible boundary prior function as a virtually proper prior density
- Bayesian significance testing and multiple comparisons from MCMC outputs
- The Statistical Interpretation of Forensic Glass Evidence
- Bayesian hypothesis testing: redux
- Confidence-credible intervals
- Assessing non-inferiority for incomplete paired-data under non-ignorable missing mechanism
- Approximate Bayesian inference in semi-mechanistic models
- Consistency of Bayes factors for intrinsic priors in normal linear models
- Severe testing of Benford's law
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
- Toward Replicability With Confidence Intervals for the Exceedance Probability
- Risk-informed Bayesian point null hypothesis testing
- Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
- 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
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