Unified frequentist and Bayesian testing of a precise hypothesis
@article{Berger1997UnifiedFA, title={Unified frequentist and Bayesian testing of a precise hypothesis}, author={J. O. Berger and B. Boukai and Y. Wang}, journal={Statistical Science}, year={1997}, volume={12}, pages={133-160} }
In this paper, we show that the conditional frequentist method of testing a precise hypothesis can be made virtually equiva- lent to Bayesian testing. The conditioning strategy proposed by Berger, Brown and Wolpert in 1994, for the simple versus simple case, is gener- alized to testing a precise null hypothesis versus a composite alternative hypothesis. Using this strategy, both the conditional frequentist and the Bayesian will report the same error probabilities upon rejecting or ac- cepting… CONTINUE READING
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