|
Título:
|
Epsilon contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
|
|
Autores:
|
Gómez Villegas, Miguel A. ;
Sanz San Miguel, Luis
|
|
Tipo de documento:
|
texto impreso
|
|
Editorial:
|
North Holland, 2000-03-15
|
|
Dimensiones:
|
application/pdf
|
|
Nota general:
|
info:eu-repo/semantics/openAccess
|
|
Idiomas:
|
|
|
Palabras clave:
|
Estado = Publicado
,
Materia = Ciencias: Matemáticas: Estadística matemática
,
Tipo = Artículo
|
|
Resumen:
|
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 -contaminated distributions, of the point null hypothesis with the p-value.
|
|
En línea:
|
https://eprints.ucm.es/id/eprint/10901/1/2000cont.pdf
|
