On the Bayesianity of Pereira-stern Tests

نویسندگان

  • M. R. Madruga
  • L. G. Esteves
چکیده

C. Pereira and J. Stern have recently introduced a measure of evidence of a precise hypothesis consisting of the posterior probability of the set of points having smaller density than the supremum over the hypothesis. The related procedure is seen to be a Bayes test for specific loss functions. The nature of such loss functions and their relation to stylised inference problems are investigated. The dependence of the loss function on the sample is also discussed as well as the consequence of the introduction of Jeffreys’s prior mass for the precise hypothesis on the separability of probability and utility.

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تاریخ انتشار 2001