Decision-theoretic justifications for Bayesian hypothesis testing using credible sets

@article{Thulin2014DecisiontheoreticJF,
  title={Decision-theoretic justifications for Bayesian hypothesis testing using credible sets},
  author={Maans Thulin},
  journal={Journal of Statistical Planning and Inference},
  year={2014},
  volume={146},
  pages={133-138}
}
  • Maans Thulin
  • Published 2014
  • Mathematics
  • Journal of Statistical Planning and Inference
  • Abstract In Bayesian statistics the precise point-null hypothesis θ = θ 0 can be tested by checking whether θ 0 is contained in a credible set. This permits testing of θ = θ 0 without having to put prior probabilities on the hypotheses. While such inversions of credible sets have a long history in Bayesian inference, they have been criticized for lacking decision-theoretic justification. We argue that these tests have many advantages over the standard Bayesian tests that use point-mass… CONTINUE READING

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