The Agreement between the Generalized p Value and Bayesian Evidence in the One-Sided Testing Problem
Joint Authors
Source
International Journal of Mathematics and Mathematical Sciences
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-05-16
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
In the problem of testing one-sided hypotheses, a frequentist may measure evidence against the null hypothesis by the p value, while a Bayesian may measure it by the posterior probability that the null hypothesis is true.
In this paper, we consider the relationship between the generalized p value and the Bayesian evidence in testing one-sided hypotheses in the presence of nuisance parameters.
The sufficient conditions for the agreement between these two kinds of evidence are given.
Some examples are provided to show the agreement of Bayesian and frequentist evidence in many classical testing problems.
This is an illustration of reconcilability of evidence in a general framework where the nuisance parameters are present.
American Psychological Association (APA)
Yin, Yuliang& Wang, Bingbing. 2016. The Agreement between the Generalized p Value and Bayesian Evidence in the One-Sided Testing Problem. International Journal of Mathematics and Mathematical Sciences،Vol. 2016, no. 2016, pp.1-7.
https://search.emarefa.net/detail/BIM-1106328
Modern Language Association (MLA)
Yin, Yuliang& Wang, Bingbing. The Agreement between the Generalized p Value and Bayesian Evidence in the One-Sided Testing Problem. International Journal of Mathematics and Mathematical Sciences No. 2016 (2016), pp.1-7.
https://search.emarefa.net/detail/BIM-1106328
American Medical Association (AMA)
Yin, Yuliang& Wang, Bingbing. The Agreement between the Generalized p Value and Bayesian Evidence in the One-Sided Testing Problem. International Journal of Mathematics and Mathematical Sciences. 2016. Vol. 2016, no. 2016, pp.1-7.
https://search.emarefa.net/detail/BIM-1106328
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1106328