Frequentist properties of Bayesian inequality tests
نویسندگان
چکیده
Bayesian and frequentist criteria fundamentally differ, but often posterior sampling distributions agree asymptotically. For the corresponding single-draw experiment, we characterize size of a certain hypothesis test (possibly nonlinear) inequalities. If null is that parameter lies in specified half-space, then test’s equals α; if subset above otherwise, may be equal to, above, or below α. Rejection probabilities at points are also characterized. Two examples illustrate our results: translog cost function curvature ordinal distribution relationships.
منابع مشابه
The frequentist implications of optional stopping on Bayesian hypothesis tests.
Null hypothesis significance testing (NHST) is the most commonly used statistical methodology in psychology. The probability of achieving a value as extreme or more extreme than the statistic obtained from the data is evaluated, and if it is low enough, the null hypothesis is rejected. However, because common experimental practice often clashes with the assumptions underlying NHST, these calcul...
متن کاملReconciling Bayesian and Frequentist Tests: the Imprecise Counterpart
Imprecise Dirichlet Process-based tests (IDP-tests, for short) have been recently introduced in the literature. They overcome the problem of deciding how to select a single prior in Bayesian hypothesis testing, in the absence of prior information. They make use of a “near-ignorance” model, that behaves a priori as a vacuous model for some basic inferences, but it provides non-vacuous posterior ...
متن کاملBayesian and frequentist approaches
Though the Bayesian vs. frequentist debate is largely muted in the statistics community, it continues among those applying advanced statistical methods in the physical sciences. The debate often misses some salient features on both sides, relying on simplistic arguments based on some single aspect of the methodology such as p-values or priors. The discussion here argues that each approach has s...
متن کاملBayesian Frequentist Multiple Testing
We introduce a Bayesian approach to multiple testing. The method is an extension of the false discovery rate (FDR) method due to Benjamini and Hochberg (1995). We also examine the empirical Bayes approach to simultaneous inference proposed by Efron, Tibshirani, Storey and Tusher (2001). We show that, in contrast to the single hypothesis case – where Bayes and frequentist tests do not agree even...
متن کاملBayesian Versus Frequentist Inference
1 Goals and Outline Throughout this book, the topic of order-restricted inference is dealt with almost exclusively from a Bayesian perspective. Some readers may wonder why the other main school for statistical inference – frequentist inference – has received so little attention here. Isn't it true that in the field of psychology, almost all inference is frequentist inference? The first goal of ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2021
ISSN: ['1872-6895', '0304-4076']
DOI: https://doi.org/10.1016/j.jeconom.2020.05.015