Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses

DOI10.1111/1467-9469.00326MaRDI QIDQ4455945zbMATH OpenOpenAlexWikidataFDO

Authors Sarat C. Dass, James O. Berger

Publication date 16 March 2004

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00326

zbMATH Keywords

Bayes factorgroup invarianceposterior probabilitynested hypothesesconditional error probabilitydefault prior distribution

Mathematics Subject Classification ID

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

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• Calibration of \(\rho \) values for testing precise null hypotheses

Cited in

(17)

• scientific article; zbMATH DE number 1194747 (Why is no real title available?)
• Simple ancillaries
• Computing Probabilities of Type I Error and Type II Error of Sequential Bayesian Procedures for Testing One-Sided Hypotheses
• Universal composite hypothesis testing: a competitive minimax approach
• Unified conditional frequentist and Bayesian testing: computations in practice and sample size determination
• On Some One-Parameter Families Where Maximal Invariants Do Not Distinguish Hypothesized Models
• Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations
• Unified Bayesian and conditional frequentist testing for discrete distributions
• Bayesian variable window scan statistics
• Priors for Bayesian adaptive spline smoothing
• A conversation with James O. Berger
• An objective Bayesian approach to multistage hypothesis testing
• Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
• The interplay of Bayesian and frequentist analysis
• Minimum description length revisited
• Rejection odds and rejection ratios: a proposal for statistical practice in testing hypotheses
• Likelihood-based discrimination between separate scale and regression models

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