Computing Probabilities of Type I Error and Type II Error of Sequential Bayesian Procedures for Testing One-Sided Hypotheses

DOI10.1080/03610920601034031zbMath1109.62072OpenAlexW2058755997MaRDI QIDQ3436017

Julián de la Horra, Maria Teresa Rodríguez-Bernal

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601034031

zbMATH Keywords

type I errortype II errorone-sided hypothesisprior predictive density

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10)

Cites Work

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• A unified conditional frequentist and Bayesian test for fixed and sequential simple hypothesis testing
• Reconciling Bayesian and frequentist evidence in the point null testing problem
• \(\varepsilon\)-contaminated priors in testing point null hypothesis: A procedure to determine the prior probability
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Simultaneous Bayesian-frequentist sequential testing of nested hypotheses
• Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses
• A SUITABLE BAYESIAN APPROACH IN TESTING POINT NULL HYPOTHESIS: SOME EXAMPLES REVISITED

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