Test procedures based on combination of Bayesian evidences for H-0

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dc.contributor.authorLoschi, Rosangela H.
dc.contributor.authorSantos, Cristiano C.
dc.contributor.authorArellano Valle, Reinaldo B.
dc.date.accessioned2024-01-10T12:09:15Z
dc.date.available2024-01-10T12:09:15Z
dc.date.issued2012
dc.description.abstractWe introduce two procedures for testing which are based on pooling the posterior evidence for the null hypothesis provided by the full Bayesian significance test and the posterior probability for the null hypothesis. Although the proposed procedures can be used in more general situations, we focus attention in tests for a precise null hypothesis. We prove that the proposed procedure based on the linear operator is a Bayes rule. We also verify that it does not lead to the Jeffreys Lindley paradox. For a precise null hypothesis, we prove that the procedure based on the logarithmic operator is a generalization of Jeffreys test. We apply the results to some well-known probability families. The empirical results show that the proposed procedures present good performances. As a by-product we obtain tests for normality under the skew-normal one.
dc.description.funderCNPq (Conselho Nacional de Desenvolvimento Cientifico e Tecnologico) of Ministry for Science and Technology of Brazil
dc.description.funderFONDECYT (Chile)
dc.fechaingreso.objetodigital2024-05-15
dc.format.extent24 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1214/11-BJPS183
dc.identifier.issn0103-0752
dc.identifier.urihttps://doi.org/10.1214/11-BJPS183
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/76473
dc.identifier.wosidWOS:000307147800008
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.issue.numero4
dc.language.isoen
dc.nota.accesocontenido completo
dc.pagina.final473
dc.pagina.inicio450
dc.publisherBRAZILIAN STATISTICAL ASSOCIATION
dc.revistaBRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS
dc.rightsacceso abierto
dc.subjectAsymmetric distributions
dc.subjectBayes risk
dc.subjectBayes tests
dc.subjectJeffreys test
dc.subjectopinion pools
dc.subjectREFERENCE PRIORS
dc.subjectMODEL SELECTION
dc.subjectBASIC CONCEPTS
dc.subjectDISTRIBUTIONS
dc.subjectPARADOX
dc.subjectHYPOTHESES
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleTest procedures based on combination of Bayesian evidences for H-0
dc.typeartículo
dc.volumen26
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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