Bayesian point null hypothesis testing via the posterior likelihood ratio |
| |
Authors: | Murray Aitkin Richard J. Boys Tom Chadwick |
| |
Affiliation: | (1) School of Mathematics and Statistics, University of Newcastle, UK |
| |
Abstract: | This paper gives an exposition of the use of the posterior likelihood ratio for testing point null hypotheses in a fully Bayesian framework. Connections between the frequentist P-value and the posterior distribution of the likelihood ratio are used to interpret and calibrate P-values in a Bayesian context, and examples are given to show the use of simple posterior simulation methods to provide Bayesian tests of common hypotheses. |
| |
Keywords: | likelihood ratio point null hypothesis posterior distribution Bayes factor |
本文献已被 SpringerLink 等数据库收录! |