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    Electronic Resource
    Electronic Resource
    Relationships Between Post-Data Accuracy Measures (1997)
    Springer
    Annals of the Institute of Statistical Mathematics 49 (1997), S. 711-726 
    Details
    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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