Bayesian Hypothesis Testing : A Reference Approach

  title={Bayesian Hypothesis Testing : A Reference Approach},
  author={Jos{\'e} M. Bernardo and Ra{\'u}l Rueda},
For any probability model M ≡ {p(x |θ,ω),θ ∈ Θ,ω ∈ Ω} assumed to describe the probabilistic behaviour of data x ∈ X, it is argued that testing whether or not the available data are compatible with the hypothesis H0 ≡ {θ = θ0} is best considered as a formal decision problem on whether to use (a0), or not to use (a1), the simpler probability model (or null model) M0 ≡ {p(x |θ0,ω),ω ∈ Ω}, where the loss difference L(a0,θ,ω)− L(a1,θ,ω) is proportional to the amount of information δ(θ0,θ,ω) which… CONTINUE READING


Publications referenced by this paper.
Showing 1-10 of 33 references

Why should clinicians care about Bayesian methods? J

R.A.J. Matthews
Statist. Planning and Inference 94, 43–71 (with discussion). • 2001
View 3 Excerpts
Highly Influenced

Reference posterior distributions for Bayesian inference

J. M. Bernardo
J. Roy. Statist. Soc. B 41, 113– 147 (with discussion). Reprinted in Bayesian Inference (N. G. Polson and G. C. Tiao, eds.), Brookfield, VT: Edward Elgar, (1995), 229–263. • 1979
View 4 Excerpts
Highly Influenced

Why should clinicians care about Bayesian methods ?

R. A. J. Matthews
J . Statist . Planning and Inference • 2001
View 1 Excerpt

Nested hypothesis testing: The Bayesian reference criterion

J. M. Bernardo
Bayesian Statistics 6 (J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, eds.). Oxford: University Press, 101–130 (with discussion). • 1999
View 2 Excerpts

Intrinsic Losses

C. P. Robert
Theory and Decision • 1996
View 1 Excerpt

Bayesian Theory

J. M. Bernardo, A.F.M. Smith
Chichester: Wiley. • 1994

A note on Jeffreys-Lindley paradox

C. P. Robert
Statistica Sinica • 1993
View 1 Excerpt

Similar Papers

Loading similar papers…