Multiple Hypotheses Testing with Partial Prior Information

J. Zhang

Working Papers from Catholique de Louvain - Institut de statistique

Abstract: A theory is developed for incorporating prior probabilities into multiple hypotheses testing. Its potential aaplications are illustrated. It is shown that the theory is particularly useful when one wishes to incorporate partial prior information in testing a parameter of interest in the presence of several nuisance parameters.

Keywords: TESTING; INFORMATION (search for similar items in EconPapers)
JEL-codes: C11 C12 (search for similar items in EconPapers)
Pages: 19 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:9801

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