Frequentist-Bayesian Monte Carlo testing |
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| Authors: | Ivair R Silva Reinaldo Marques |
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| Institution: | 1. Department of Statistics, Federal University of Ouro Preto, MG, Brazil;2. ivairest@gmail.comivair@ufop.edu.br;4. Department of Statistics, University of Oslo, Actuarial Division, Federal University of Alfenas, Alfenas, MG, Brazil |
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| Abstract: | AbstractConventional methods for statistical hypothesis testing has historically been categorized as frequentist or Bayesian. But, a third option based on a reconciling hybrid frequentist-Bayesian framework is quickly emerging. Although prominent, there are applications where the exact hybrid test is not computable. For such cases, the present paper introduces a straightforward Monte Carlo procedure for performing frequentist-Bayesian testing. |
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| Keywords: | Measure of evidence validity composite p-value |
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