Importance of the prior mass for agreement between frequentist and Bayesian approaches in the two-sided test

被引:1
|
作者
Gomez-Villegas, Miguel A. [1 ]
Gonzalez-Perez, Beatriz [1 ]
机构
[1] Univ Complutense Madrid, Dept Estadist & Invest Operat 1, E-28040 Madrid, Spain
关键词
posterior probability; multivariate point null hypothesis; p-value; Lindley's paradox; 62F15; 62F03; LINDLEY PARADOX;
D O I
10.1080/02331888.2012.658396
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A Bayesian test for H-0: = (0) versus H-1: (0) is developed. The methodology consists of fixing a sphere of radius around (0), assigning to H-0 a prior mass, (0), computed by integrating a density function () over this sphere, and spreading the remainder, 1(0), over H-1 according to (). The ultimate goal is to show when p values and posterior probabilities can give rise to the same decision in the following sense. For a fixed level of significance , when do (12) exist such that, regardless of the data, a Bayesian proponent who uses the proposed mixed prior with (0)((1), (2)) reaches, by comparing the posterior probability of H-0 with 1/2, the same conclusion as a frequentist who uses to quantify the p value? A theorem that provides the required constructions of (1) and (2) under verification of a sufficient condition ((12)) is proved. Some examples are revisited.
引用
收藏
页码:558 / 565
页数:8
相关论文
共 50 条
  • [1] Two-sided Bayesian and frequentist tolerance intervals: general asymptotic results with applications
    Pathmanathan, Dharini
    Mukerjee, Rahul
    Ong, S. H.
    STATISTICS, 2014, 48 (03) : 524 - 538
  • [2] Designing Bayesian Two-Sided Group Chain Sampling Plan for Gamma Prior Distribution
    Hafeez, Waqar
    Aziz, Nazrina
    COMPUTER SYSTEMS SCIENCE AND ENGINEERING, 2023, 44 (02): : 1069 - 1079
  • [3] Stability and Bayesian Consistency in Two-Sided Markets
    Liu, Qingmin
    AMERICAN ECONOMIC REVIEW, 2020, 110 (08): : 2625 - 2666
  • [4] On the Importance of Relative Payoffs in Two-Sided Matching
    Haruvy, Ernan
    JOURNAL OF INSTITUTIONAL AND THEORETICAL ECONOMICS-ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT, 2019, 175 (01): : 58 - 85
  • [5] Bayesian Two-Sided Complete Group Chain Sampling Plan for Poisson Distribution with Gamma Prior
    Hafeez, Waqar
    Aziz, Nazrina
    SAINS MALAYSIANA, 2022, 51 (06): : 1915 - 1926
  • [6] A Bayesian Approach to Two-Sided Quickest Change Detection
    Falt, James
    Blostein, Steven D.
    2014 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2014, : 736 - 740
  • [7] Collusion between two-sided platforms
    Lefouili, Yassine
    Pinho, Joana
    INTERNATIONAL JOURNAL OF INDUSTRIAL ORGANIZATION, 2020, 72 (72)
  • [8] A two-sided fractional conservation of mass equation
    Olsen, Jeffrey S.
    Mortensen, Jeff
    Telyakovskiy, Aleksey S.
    ADVANCES IN WATER RESOURCES, 2016, 91 : 117 - 121
  • [9] The effect of the discounted attribute importance in two-sided messages
    Pizzutti, Cristiane
    Basso, Kenny
    Albornoz, Manuela
    EUROPEAN JOURNAL OF MARKETING, 2016, 50 (9-10) : 1703 - 1725
  • [10] On the Importance of Relative Payoffs in Two-Sided Matching Comment
    Brookins, Philip
    JOURNAL OF INSTITUTIONAL AND THEORETICAL ECONOMICS-ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT, 2019, 175 (01): : 86 - 91