6533b85efe1ef96bd12bfaa9
RESEARCH PRODUCT
A Bayesian analysis of classical hypothesis testing
Jose M Bernardosubject
Statistics and ProbabilityBayes factorBayesian inferenceStatistics::ComputationBayesian statisticsStatisticsEconometricsBayesian experimental designStatistics::MethodologyStatistics Probability and UncertaintyBayesian linear regressionLindley's paradoxBayesian averageMathematicsStatistical hypothesis testingdescription
The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses. The results shed further light on Lindley’s paradox and suggest that a Bayesian interpretation of classical hypothesis testing is possible by providing a one-to-one approximate relationship between significance levels and posterior probabilities.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1980-02-01 | Trabajos de Estadistica Y de Investigacion Operativa |