✦ LIBER ✦
ε-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
✍ Scribed by Miguel A. Gómez-Villegas; Luis Sanz
- Book ID
- 104303223
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 89 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
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 justiÿcation 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 -contaminated distributions, of the point null hypothesis with the p-value.