Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
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- scientific article; zbMATH DE number 2058055
- Testing a Point Null Hypothesis: Asymptotic Robust Bayesian Analysis with Respect to the Priors Given on a Subsigma Field
Cited in
(only showing first 100 items - show all)- The Bayes factor for inequality and about equality constrained models
- Bayesian significance testing and multiple comparisons from MCMC outputs
- Convergence of posterior odds
- Bayesian hypotheses testing using posterior density ratios
- Highest predictive density estimator in regression models
- A Bayesian alternative to parametric hypothesis testing
- Comparison of the p-value and posterior probability
- Bayes factors and hierarchical models
- Tests and optimal guarded weights of evidence
- The posterior predictive \(p\)-value for the problem of goodness of fit
- Posterior robustness with more than one sampling model. (With discussion)
- Robust Bayesian hypothesis testing in the presence of nuisance parameters
- An overview of robust Bayesian analysis. (With discussion)
- Distance weighted losses for testing and confidence set evaluation
- A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices
- The likelihood of various stock market return distributions. I: Principles of inference
- Noninformative Bayesian testing and neutral Bayes factors
- Asymptotic relationships between posterior probabilities and p-values using the hazard rate.
- Posterior predictive checks: principles and discussion procedures
- Type S error for classical and Bayesian single and multiple comparison procedures
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
- Robust Bayesian displays for standard inferences concerning a normal mean
- Some new statistics for testing point null hypotheses with prior information
- 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
- Nonsubjective Bayes testing -- an overview
- Bayesian nonparametric \(k\)-sample tests for censored and uncensored data
- A novel relative entropy-posterior predictive model checking approach with limited information statistics for latent trait models in sparse 2ᵏ contingency tables
- Testing un-separated hypotheses by estimating a distance
- Theoretical and empirical distributions of the \(p\) value
- Bayesian model selection for unit root testing with multiple structural breaks
- Significance testing, \(p\)-values and the principle of total evidence
- The Jeffreys-Lindley paradox and discovery criteria in high energy physics
- Statistical properties of the fuzzy \(p\)-value
- Forecasting seasonal time series data: a Bayesian model averaging approach
- The agreement between the generalized \(p\) value and Bayesian evidence in the one-sided testing problem
- Bayesian inference and testing of group differences in brain networks
- A conversation with James O. Berger
- Robust Bayesian analysis: sensitivity to the prior
- Lower bounds on Bayes factors for invariant testing situations
- Bayesian measures of surprise for outlier detection
- Statistical evidence and sample size determination for Bayesian hypothesis testing
- Improved estimation of accuracy in simple hypothesis versus simple alternative testing
- Bayesian inference given data `significant at \(\alpha\)': Tests of point hypotheses
- Bayesian tests for the balanced two-way analysis of variance model
- Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data
- Optimal properties of some Bayesian inferences
- Reconciling Bayesian and frequentist evidence in the point null testing problem
- \(\varepsilon\)-contaminated priors in testing point null hypothesis: A procedure to determine the prior probability
- Bayesian value-at-risk backtesting: the case of annuity pricing
- Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
- Interpreting \(p\)-values and confidence intervals using well-calibrated null preference priors
- Bayesian and frequentist evidence in one-sided hypothesis testing
- Bayesian tests of symmetry for the generalized von Mises distribution
- Frequentist properties of Bayesian inequality tests
- Power analysis and type I and type II error rates of Bayesian nonparametric two-sample tests for location-shifts based on the Bayes factor under Cauchy priors
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- \(r\times s\) tables from a Bayesian viewpoint
- Integral priors for Bayesian model selection: how they operate from simple to complex cases
- Two-sample test for sparse high-dimensional multinomial distributions
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- A conversation with Robert E. Kass
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- A classical measure of evidence for general null hypotheses
- Prediction markets, Bayesian priors, and clinical trials
- On intrinsic priors for nonnested models
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- A tutorial on the Bayesian approach for analyzing structural equation models
- A note on Lindley's paradox
- The false discovery rate: a variable selection perspective
- Estimation of careless error and lucky guess probabilities for dichotomous test items: a psychometric application of a biometric latent class model with random effects
- Assessing post-data weight of evidence
- Bayesian nonparametric model selection and model testing
- Model equivalence tests in a parametric framework
- A new Bayesian procedure for testing point null hypotheses
- Approximate Bayesian model selection with the deviance statistic
- Modified \(p\)-values for one-sided testing in restricted parameter spaces
- Goodness of fit for models with intractable likelihood
- p-values as expert votes
- Correlation in a Bayesian framework
- Belief and truth in hypothesised behaviours
- A SHORT NOTE ON REPEATED SIGNIFICANCE TESTS AND THE UNIFIED BAYESIAN-FREQUENTIST MEASURE
- Bayesian testing of a point null hypothesis based on the latent information prior
- Irreconcilability of P-value and Bayesian measure in two-sided hypothesis: Pareto distribution with the presence of nuisance parameter
- Restricted most powerful Bayesian tests for linear models
- Misplaced criticisms of Neyman-Pearson (N-P) testing in the case of two simple hypothesis
- Plug-in tests for nonequivalence of means of independent normal populations
- Editors' introduction to the special issue ``Bayes factors for testing hypotheses in psychological research: practical relevance and new developments
- The philosophy of Bayes factors and the quantification of statistical evidence
- Rejection odds and rejection ratios: a proposal for statistical practice in testing hypotheses
- Automatic Bayes factors for testing variances of two independent normal distributions
- A Bayesian analysis for the homogeneity testing problem using -contaminated priors
- Modification of the P-value of a two-sided test with restricted parameter space and its reconciliation with Bayesian evidence
- Generalized \(P\)-values and Bayesian evidence in the one-sided testing problems under exponential distributions
- Bayes factor in testing precise hypotheses
- Advantages of variance stabilization
- Multiplicity-calibrated Bayesian hypothesis tests
- A bayesian test for a two-way contingency table using independence priors
- Modified p-Value of Two-Sided Test for Normal Distribution with Restricted Parameter Space
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