Bayesian evidence test for precise hypotheses
نویسندگان
چکیده
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 of the highest relative surprise set, “tangential” to the sub-manifold (of the parameter space) that de/nes the null hypothesis. c © 2002 Elsevier B.V. All rights reserved. MSC: 62A15; 62F15; 62H15; 65C60
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