Unified frequentist and Bayesian testing of a precise hypothesis

  title={Unified frequentist and Bayesian testing of a precise hypothesis},
  author={J. O. Berger and B. Boukai and Y. Wang},
  journal={Statistical Science},
  • 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
    173 Citations

    Figures and Tables from this paper

    Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses
    • 22
    • PDF
    Rejection odds and rejection ratios: A proposal for statistical practice in testing hypotheses⋆
    • 70
    • PDF
    Unified Hypothesis Testing for Bayesian and Frequentist Approaches
    • Highly Influenced
    • PDF
    The frequentist implications of optional stopping on Bayesian hypothesis tests
    • 39
    • PDF