On the Use of Bayes Factor in Frequentist Testing of a Precise Hypothesis

This article deals with Bayes factors as useful Bayesian tools in frequentist testing of a precise hypothesis. A result and several examples are included to justify the definition of Bayes factor for point null hypotheses, without merging the initial distribution with a degenerate distribution on th...

Full description

Saved in:
Bibliographic Details
Published in:Communications in statistics. Theory and methods 2007-09, Vol.36 (12), p.2251-2261
Main Authors: Chacón, J. E., Montanero, J., Nogales, A. G., Pérez, P.
Format: Article
Language:English
Subjects:
Bayes factor
Exact sciences and technology
General topics
Mathematics
Multivariate analysis
Nonparametric inference
Parametric inference
Precise hypotheses
Primary 62F15, 62F03
Probability and statistics
Sciences and techniques of general use
Secondary 62B05
Statistics
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This article deals with Bayes factors as useful Bayesian tools in frequentist testing of a precise hypothesis. A result and several examples are included to justify the definition of Bayes factor for point null hypotheses, without merging the initial distribution with a degenerate distribution on the null hypothesis. Of special interest is the problem of testing a proportion (joint with a natural criterion to compare different tests), the possible presence of nuisance parameters, or the influence of Bayesian sufficiency on this problem. The problem of testing a precise hypothesis under a Bayesian perspective is also considered and two alternative methods to deal with are given.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920701215332