ISSN:
1572-9052
Keywords:
Posterior probability
;
coverage probability
;
null hypothesis
;
Bayes
;
p-value
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In the usual frequentist formulation of testing and interval estimation there is a strong relationship between α-level tests and 1 - α confidence intervals. Such strong relationships do not always persist for post-data, or Bayesian, measures of accuracy of these procedures. We explore the relationship between post-data measures of accuracy of both tests and interval estimates, measures that are derived under a decision-theoretic structure. We find that, in general, there are strong post-data relationships in the one-sided case, and some relationships in the two-sided case.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1003270426974
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