Bayesian evidence test for precise hypotheses

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Bayesian evidence test for precise hypotheses

The full Bayesian signi/cance test (FBST) for precise hypotheses is presented, with some illustrative applications. In the FBST we compute the evidence against the precise hypothesis. We discuss some of the theoretical properties of the FBST, and provide an invariant formulation for coordinate transformations, provided a reference density has been established. This evidence is the probability o...

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A Bayesian measure of evidence for precise hypotheses is presented. The intention is to give a Bayesian alternative to significance tests or, equivalently, to p-values. In fact, a set is defined in the parameter space and the posterior probability, its credibility, is evaluated. This set is the “Highest Posterior Density Region” that is “tangent” to the set that defines the null hypothesis. Our...

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ژورنال

عنوان ژورنال: Journal of Statistical Planning and Inference

سال: 2003

ISSN: 0378-3758

DOI: 10.1016/s0378-3758(02)00368-3