Neyman–Pearson lemma for Bayes factors
نویسندگان
چکیده
We point out that the Neyman-Pearson lemma applies to Bayes factors if we consider expected type-1 and type-2 error rates. That is, factor is test statistic maximises power for a fixed rate. For involving simple null hypothesis, rate just completely frequentist Lastly remark on connections between Karlin-Rubin theorem uniformly most powerful tests, factors. This provides motivations computing could help reconcile Bayesians frequentists.
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ژورنال
عنوان ژورنال: Communications in Statistics
سال: 2021
ISSN: ['1532-415X', '0361-0926']
DOI: https://doi.org/10.1080/03610926.2021.2007265