Optimal hypothesis testing: From semi to fully Bayes factors

DOI10.1007/s00184-008-0205-4zbMath1182.62037OpenAlexW2126321758WikidataQ33680871 ScholiaQ33680871MaRDI QIDQ2268370

Chengqing Wu, Albert Vexler, Yu, Kai Fun

Publication date: 8 March 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2826851

zbMATH Keywords

likelihood ratioBayes factormaximum likelihoodType I errorhypotheses testingsignificance levelmost powerful

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (6)

Bayesian empirical likelihood methods for quantile comparisons ⋮ An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions ⋮ A two-sample empirical likelihood ratio test based on samples entropy ⋮ An extensive power evaluation of a novel two-sample density-based empirical likelihood ratio test for paired data with an application to a treatment study of attention-deficit/hyperactivity disorder and severe mood dysregulation ⋮ Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study ⋮ A Simple Density-Based Empirical Likelihood Ratio Test for Independence

Cites Work

• Surveillance of a Simple Linear Regression
• Hypothesis Testing: From p Values to Bayes Factors
• IX. On the problem of the most efficient tests of statistical hypotheses
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• Testing Statistical Hypotheses
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