Asymptotic relationships between posterior probabilities and p-values using the hazard rate

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.

MoreLess

Year of publication:	2004
Authors:	Gómez-Villegas, Miguel A. ; Maín, Paloma ; Sanz, Luis ; Navarro, Hilario
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 1, p. 59-66
Publisher:	Elsevier
Keywords:	Hazard rate p-value Point null hypothesis Tail-orderings

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223384