A Bayesian analysis of classical hypotheses testing.

José M. Bernardo

Trabajos de Estadística e Investigación Operativa (1980)

  • Volume: 31, Issue: 1, page 605-617
  • ISSN: 0041-0241

Abstract

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The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses. The results shed further light on Lindley's paradox and suggest that a Bayesian interpretation of classical hypothesis testing is possible by providing a one-to-one approximate relationship between significance levels and posterior probabilities.

How to cite

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Bernardo, José M.. "A Bayesian analysis of classical hypotheses testing.." Trabajos de Estadística e Investigación Operativa 31.1 (1980): 605-617. <http://eudml.org/doc/40852>.

@article{Bernardo1980,
abstract = {The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses. The results shed further light on Lindley's paradox and suggest that a Bayesian interpretation of classical hypothesis testing is possible by providing a one-to-one approximate relationship between significance levels and posterior probabilities.},
author = {Bernardo, José M.},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Análisis bayesiano; Test de hipótesis},
language = {eng},
number = {1},
pages = {605-617},
title = {A Bayesian analysis of classical hypotheses testing.},
url = {http://eudml.org/doc/40852},
volume = {31},
year = {1980},
}

TY - JOUR
AU - Bernardo, José M.
TI - A Bayesian analysis of classical hypotheses testing.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1980
VL - 31
IS - 1
SP - 605
EP - 617
AB - The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses. The results shed further light on Lindley's paradox and suggest that a Bayesian interpretation of classical hypothesis testing is possible by providing a one-to-one approximate relationship between significance levels and posterior probabilities.
LA - eng
KW - Análisis bayesiano; Test de hipótesis
UR - http://eudml.org/doc/40852
ER -

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