Importance of the prior mass for agreement between frequentist and Bayesian approaches in the two-sided test |
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Authors: | Miguel A. Gómez-Villegas Beatriz González-Pérez |
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Affiliation: | 1. Departamento de Estadística e Investigación Operativa I , Universidad Complutense de Madrid , 28040 , Madrid , Spain ma.gv@mat.ucm.es;3. Departamento de Estadística e Investigación Operativa I , Universidad Complutense de Madrid , 28040 , Madrid , Spain |
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Abstract: | We study distributional properties of generalized order statistics (gos) related by a random shift or scaling scheme in the continuous and discrete case, respectively. In the continuous case, we obtain new characterizations of distributions relating non-neighbouring gos extending some results given in the literature for the neighbouring cases. On the other hand, in the discrete case, we investigate the existence and uniqueness of a discrete parent distribution supported on the integers whose gos are related by a random translation. |
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Keywords: | posterior probability multivariate point null hypothesis p-value Lindley's paradox |
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