Frequentist-Bayesian Monte Carlo testing

Ivair R. Silva and Reinaldo Marques

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 10, 2356-2364

Abstract: Conventional methods for statistical hypothesis testing has historically been categorized as frequentist or Bayesian. But, a third option based on a reconciling hybrid frequentist-Bayesian framework is quickly emerging. Although prominent, there are applications where the exact hybrid test is not computable. For such cases, the present paper introduces a straightforward Monte Carlo procedure for performing frequentist-Bayesian testing.

Date: 2020
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DOI: 10.1080/03610926.2019.1571610

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