A comment on D. V. Lindley's statistical paradox
From MaRDI portal
Publication:3249300
DOI10.1093/biomet/44.3-4.533zbMath0081.13801OpenAlexW2063068713MaRDI QIDQ3249300
Publication date: 1957
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/44.3-4.533
Related Items
On the probability of a model., Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses, Bayesian model comparison via parallel model output, Bayes factor asymptotics for variable selection in the Gaussian process framework, Editors' introduction to the special issue ``Bayes factors for testing hypotheses in psychological research: practical relevance and new developments, The philosophy of Bayes factors and the quantification of statistical evidence, Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology, Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes, Null Hypothesis Significance Testing Defended and Calibrated by Bayesian Model Checking, Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data, Bayesian transformation family selection: Moving toward a transformed Gaussian universe, On the Null Distribution of Bayes Factors in Linear Regression, Bayesian model selection of informative hypotheses for repeated measurements, The relation between theory and application in statistics. (With discussion), Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing, Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods, Bayes factor consistency for nested linear models with a growing number of parameters, History and nature of the Jeffreys-Lindley paradox, A simple consistent Bayes factor for testing the Kendall rank correlation coefficient, Objective Bayesian approach to the Jeffreys-Lindley paradox, Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models, Calibrated Bayes factors under flexible priors, Calibrated Bayes factors for model comparison, Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model, Testing normal means: the reconcilability of the \(P\) value and the Bayesian evidence, Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC, Objective Bayesian transformation and variable selection using default Bayes factors, On the mathematics of the Jeffreys–Lindley paradox, The Jeffreys-Lindley paradox and discovery criteria in high energy physics, Multiplicity-calibrated Bayesian hypothesis tests, A new Bayesian approach for determining the number of components in a finite mixture, The agreement between the generalized \(p\) value and Bayesian evidence in the one-sided testing problem, A note on Lindley's paradox, Bayesian predictive model comparison via parallel sampling, Variations of power-expected-posterior priors in normal regression models, Bayesian tests on components of the compound symmetry covariance matrix, Bayes factor testing of equality and order constraints on measures of association in social research, Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency, Bayesian structured variable selection in linear regression models, Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence, Inconsistency identification in network meta-analysis via stochastic search variable selection, On Bayesian lasso variable selection and the specification of the shrinkage parameter, Bayesian analysis of differential effects in multi-group regression methods, Testing Random Effects in the Linear Mixed Model Using Approximate Bayes Factors, Bayesian estimation in Kibble's bivariate gamma distribution, Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances, Bayesian hypothesis testing: redux, Subjective Bayesian testing using calibrated prior probabilities, Model selection in partially nonstationary vector autoregressive processes with reduced rank structure, Mixtures ofg-Priors in Generalized Linear Models, Volatility prediction based on scheduled macroeconomic announcements, Bayes factor consistency for unbalanced ANOVA models, What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio, Comparing Objective and Subjective Bayes Factors for the Two-Sample Comparison: The Classification Theorem in Action, The False Positive Risk: A Proposal Concerning What to Do About p-Values, Blending Bayesian and Classical Tools to Define Optimal Sample-Size-Dependent Significance Levels, Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling, Posterior model consistency in variable selection as the model dimension grows, A Default Bayesian Hypothesis Test for ANOVA Designs
