Bayesian ikference procedures derived via the concept of relative surprise

DOI10.1080/03610929708831972zbMath0934.62026OpenAlexW2130711195MaRDI QIDQ4226918

Michael Evans

Publication date: 27 April 2000

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

Full work available at URL: https://doi.org/10.1080/03610929708831972

zbMATH Keywords

cross-validationmodel checkingchange of variable problemobserved relative surprisepriciple of least relative surprise

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Related Items (17)

On the Bayesianity of Pereira-Stern tests ⋮ Bayesian threshold selection for extremal models using measures of surprise ⋮ A necessary Bayesian nonparametric test for assessing multivariate normality ⋮ The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation ⋮ The evidentiary credible region ⋮ Equivalence between the posterior distribution of the likelihood ratio and a \(p\)-value in an invariant frame ⋮ Bayesian evidence test for precise hypotheses ⋮ Optimal properties of some Bayesian inferences ⋮ Consistency of Bayesian estimates for the sum of squared normal means with a normal prior ⋮ Nonparametric goodness-of-fit ⋮ Of bits and wows: a Bayesian theory of surprise with applications to attention ⋮ Significance testing with no alternative hypothesis: A measure of surprise ⋮ Conflict diagnostics in directed acyclic graphs, with applications in Bayesian evidence synthesis ⋮ Optimally and computations for relative surprise inferences ⋮ The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program ⋮ Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors ⋮ Bayesian measures of surprise for outlier detection

Cites Work

• Estimation of the non-centrality parameter of a chi squared distribution
• Testing precise hypotheses. With comments and a rejoinder by the authors
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• The Surprise Index for the Multivariate Normal Distribution
• A STATISTICAL PARADOX
• An Example of Wide Discrepancy Between Fiducial and Confidence Intervals
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Some remarks on estimating a noncentrality parameter
• Bayes Factors
• A Note on the Surprise Index
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