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}
}
  • J. O. Berger, B. Boukai, Y. Wang
  • Published 1997
  • Mathematics
  • Statistical Science
  • 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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