Frequentist-Bayesian Monte Carlo testing

DOI10.1080/03610926.2019.1571610MaRDI QIDQ5077189zbMATH OpenOpenAlexWikidataFDO

Authors Ivair Silva, Reinaldo Marques

Publication date 18 May 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2019.1571610

zbMATH Keywords

composite p-valuemeasure of evidencevalidity

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
• scientific article; zbMATH DE number 1348603 (Why is no real title available?)
• scientific article; zbMATH DE number 5683074 (Why is no real title available?)
• scientific article; zbMATH DE number 3298430 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
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• Logically-consistent hypothesis testing and the hexagon of oppositions
• Optimal generalized truncated sequential Monte Carlo test
• Optimal two-sided group sequential tests
• Posterior predictive \(p\)-values
• Prior and posterior predictive p-values in the one-sided location parameter testing problem
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Reconciling Classical and Prior PredictiveP-Values in the Two-Sided Location Parameter Testing Problem
• Relevant statistics for Bayesian model choice
• Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk
• Truncated sequential Monte Carlo test with exact power
• Type I error probability spending for post-market drug and vaccine safety surveillance with Poisson data
• Unified Bayesian and conditional frequentist testing for discrete distributions
• Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors

Cited in

(4)

• Bayesian Monte Carlo testing with one-dimensional measures of evidence
• Confidence-credible intervals
• A sample size-dependent prior strategy for bridging the Bayesian-frequentist gap in point null hypothesis testing
• Bayesian frequentist hybrid inference

Describes a project that uses

Uses Software

• simctest

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