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A Study on Bayesian p-values

  • Hwnag, Hyungtae (Department of Informational Statistics, Dankook University) ;
  • Oh, Heejung (Department of Informational Statistics, Dankook University)
  • 발행 : 2002.12.01

초록

P-values are often perceived as measurements of degree of compatibility between the current data and the hypothesized model. In this paper, a new concept of Bayesian p-values is proposed and studied under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical p-values in the sense of using the concept of significance level. The performances of the proposed Bayesian p-values are compared with those of the classical p-values through several examples.

키워드

참고문헌

  1. Journal of the American Statistical Association v.95 P-values for composite nul models Bayarri, M.J.;Berger, J.O. https://doi.org/10.2307/2669749
  2. Journal of the Royal Statistical Society A v.143 Sampling and Bayes inference in scientific modeling and robustness Box, G.E.P. https://doi.org/10.2307/2982063
  3. The Korean Communications in Statistics v.8 no.3 A Bayesian hypothesis testing procedure possessing the concept of singificance level Hwang, H.T.
  4. The Korean Communications in Statistics v.9 no.1 A study on the role of pivots in Bayesian Statistics Hwang, H.T. https://doi.org/10.5351/CKSS.2002.9.1.221

피인용 문헌

  1. On a Bayesian P-value with the Coherence Property vol.10, pp.3, 2003, https://doi.org/10.5351/CKSS.2003.10.3.731