Bayesian point null hypothesis testing via the posterior likelihood ratio

被引:28
作者
Aitkin, M [1 ]
Boys, RJ [1 ]
Chadwick, T [1 ]
机构
[1] Univ Newcastle Upon Tyne, Sch Math & Stat, Newcastle Upon Tyne NE1 7RU, Tyne & Wear, England
基金
英国工程与自然科学研究理事会;
关键词
likelihood ratio; point null hypothesis; posterior distribution; Bayes factor;
D O I
10.1007/s11222-005-1310-0
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
This paper gives an exposition of the use of the posterior likelihood ratio for testing point null hypotheses in a fully Bayesian framework. Connections between the frequentist P- value and the posterior distribution of the likelihood ratio are used to interpret and calibrate P- values in a Bayesian context, and examples are given to show the use of simple posterior simulation methods to provide Bayesian tests of common hypotheses.
引用
收藏
页码:217 / 230
页数:14
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