# On the frequentist and Bayesian approaches to hypothesis testing.

SORT (2006)

- Volume: 30, Issue: 1, page 3-28
- ISSN: 1696-2281

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topMoreno, Elías, and Girón, F. Javier. "On the frequentist and Bayesian approaches to hypothesis testing.." SORT 30.1 (2006): 3-28. <http://eudml.org/doc/41618>.

@article{Moreno2006,

abstract = {Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper we briefly revise the basic aspects of hypothesis testing for both the frequentist and Bayesian procedures and discuss the variable selection problem in normallinear regression for which the discrepancies are more apparent. Illustrations on simulated and real data are given.},

author = {Moreno, Elías, Girón, F. Javier},

journal = {SORT},

keywords = {Inferencia paramétrica; Contraste de hipótesis; Inferencia bayesiana; Regresión lineal; Bayes factor; consistency; intrinsic priors; loss function; model posterior probability; -values},

language = {eng},

number = {1},

pages = {3-28},

title = {On the frequentist and Bayesian approaches to hypothesis testing.},

url = {http://eudml.org/doc/41618},

volume = {30},

year = {2006},

}

TY - JOUR

AU - Moreno, Elías

AU - Girón, F. Javier

TI - On the frequentist and Bayesian approaches to hypothesis testing.

JO - SORT

PY - 2006

VL - 30

IS - 1

SP - 3

EP - 28

AB - Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper we briefly revise the basic aspects of hypothesis testing for both the frequentist and Bayesian procedures and discuss the variable selection problem in normallinear regression for which the discrepancies are more apparent. Illustrations on simulated and real data are given.

LA - eng

KW - Inferencia paramétrica; Contraste de hipótesis; Inferencia bayesiana; Regresión lineal; Bayes factor; consistency; intrinsic priors; loss function; model posterior probability; -values

UR - http://eudml.org/doc/41618

ER -