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Título:
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Asymptotic relationships between posterior probabilities and p-values using the hazard rate
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Autores:
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Gómez Villegas, Miguel A. ;
Main Yaque, Paloma ;
Sanz San Miguel, Luis ;
Navarro Veguillas, Hilario
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Tipo de documento:
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texto impreso
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Editorial:
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North Holland, 2004-01
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística aplicada
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Tipo = Artículo
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Resumen:
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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.
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En línea:
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https://eprints.ucm.es/id/eprint/13922/1/2003asym.pdf
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