[var epsilon]-contaminated priors in testing point null hypothesis: a procedure to determine the prior probability
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 [var epsilon]-contaminated distributions, of the point null hypothesis with the p-value.
Year of publication: |
2000
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Authors: | Gómez-Villegas, Miguel A. ; Sanz, Luis |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 47.2000, 1, p. 53-60
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Publisher: |
Elsevier |
Keywords: | [var epsilon]-contaminated class Point null hypothesis Posterior probability p-values |
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