Bayesian approach to estimation of accuracy in two-sided testing

DOI10.12988/IJCMS.2006.06047MaRDI QIDQ3598746zbMATH OpenOpenAlexFDO

Authors Hsiuying Wang

Publication date 3 February 2009

Published in International Journal of Contemporary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12988/ijcms.2006.06047

zbMATH Keywords

\(p\)-valueBayes estimatorsUMPU testsevidence measures

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Recommendations

• Improved estimation of accuracy in simple hypothesis versus simple alternative testing
• Comparison of testing procedures utilizingP-values and Bayes factors in some common situations
• Assessing post-data weight of evidence
• Estimation of accuracy in testing
• The agreement between the generalized \(p\) value and Bayesian evidence in the one-sided testing problem

Cited in

(3)

• Classification accuracy as a proxy for two-sample testing
• Improved estimation of accuracy in simple hypothesis versus simple alternative testing
• Computing Probabilities of Type I Error and Type II Error of Sequential Bayesian Procedures for Testing One-Sided Hypotheses

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