Testing a Precise Null Hypothesis : The Case of Lindley ’ s Paradox

@inproceedings{Sprenger2012TestingAP,
  title={Testing a Precise Null Hypothesis : The Case of Lindley ’ s Paradox},
  author={Jan Sprenger},
  year={2012}
}
The interpretation of tests of a point null hypothesis against an unspecified alternative is a classical and yet unresolved issue in statistical methodology. This paper approaches the problem from the perspective of Lindley’s Paradox: the divergence of Bayesian and frequentist inference in hypothesis tests with large sample size. I contend that the standard approaches in both frameworks fail to resolve the paradox. As an alternative, I suggest the Bayesian Reference Criterion: (i) it targets… CONTINUE READING