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- ceptingâ€¦Â CONTINUE READING