Asymptotic relationships between posterior probabilities and p-values using the hazard rate

Miguel A. Gómez-Villegas, Paloma Maín, Luis Sanz and Hilario Navarro

Statistics & Probability Letters, 2004, vol. 66, issue 1, 59-66

Abstract: In this paper the asymptotic relationship between the classical p-value and the infimum (over all unimodal and symmetric distributions) of the posterior probability in the point null hypothesis testing problem is analyzed. It is shown that the ratio between the infimum and the classical p-value has an equivalent asymptotic behavior to the hazard rate of the sample model.

Keywords: Hazard; rate; p-value; Point; null; hypothesis; Tail-orderings (search for similar items in EconPapers)
Date: 2004
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