[var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability

Miguel A. Gómez-Villegas and Luis Sanz

Statistics & Probability Letters, 2000, vol. 47, issue 1, 53-60

Abstract: In this paper the problem of testing a point null hypothesis from the Bayesian perspective and the relation between this and the classical approach is studied. A procedure to determine the mixed prior distribution is introduced and a justification for this construction based on a measure of discrepancy is given. Then, we compare a lower bound for the posterior probability, when the prior is in the class of [var epsilon]-contaminated distributions, of the point null hypothesis with the p-value.

Keywords: [var; epsilon]-contaminated; class; Point; null; hypothesis; Posterior; probability; p-values (search for similar items in EconPapers)
Date: 2000
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