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- Title
Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses.
- Authors
Dass, S.C.; Berger, J.O.
- Abstract
Testing of a composite null hypothesis versus a composite alternative is considered when both have a related invariance structure. The goal is to develop conditional frequentist tests that allow the reporting of data–dependent error probabilities, error probabilities that have a strict frequentist interpretation and that reflect the actual amount of evidence in the data. The resulting tests are also seen to be Bayesian tests, in the strong sense that the reported frequentist error probabilities are also the posterior probabilities of the hypotheses under default choices of the prior distribution. The new procedures are illustrated in a variety of applications to model selection and multivariate hypothesis testing.
- Subjects
ERROR analysis in mathematics; STATISTICS
- Publication
Scandinavian Journal of Statistics, 2003, Vol 30, Issue 1, p193
- ISSN
0303-6898
- Publication type
Article
- DOI
10.1111/1467-9469.00326