Reconciling Classical and Prior Predictive P-Values in the Two-Sided Location Parameter Testing Problem

Abstract

Micheas and Dey (2003 Micheas , A. C. , Dey , D. K. ( 2003 ). Prior and posterior predictive p -values in the one-sided location parameter testing problem. Sankhya¯ 65 : 158 – 178 . Google Scholar]) reconciled classical and Bayesian p-values in the one-sided location parameter testing problem. In this article, the classical p-value is reconciled with the prior predictive p-value, for the two-sided location parameter testing problem, proving that the classical p-value coincides with the infimum of prior predictive p-values when the prior ranges in different classes of priors.