Brazilian Journal of Probability and Statistics
- Braz. J. Probab. Stat.
- Volume 33, Number 4 (2019), 745-755.
Bayesian hypothesis testing: Redux
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter values, we revisit the seminal paper of Edwards, Lindman and Savage (Psychol. Rev. 70 (1963) 193–242). There are a number of important take-aways from comparing the Bayesian paradigm via Bayes factors to frequentist ones. We provide examples where evidence for a Bayesian strikingly supports the null, but leads to rejection under a classical test. Finally, we conclude with directions for future research.
Braz. J. Probab. Stat., Volume 33, Number 4 (2019), 745-755.
Received: August 2018
Accepted: April 2019
First available in Project Euclid: 26 August 2019
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Lopes, Hedibert F.; Polson, Nicholas G. Bayesian hypothesis testing: Redux. Braz. J. Probab. Stat. 33 (2019), no. 4, 745--755. doi:10.1214/19-BJPS442. https://projecteuclid.org/euclid.bjps/1566806431