文章基本信息

标题：The Agreement between the Generalized Value and Bayesian Evidence in the One-Sided Testing Problem
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作者：Yuliang Yin ; Bingbing Wang
期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：2016
卷号：2016
DOI：10.1155/2016/8656909
出版社：Hindawi Publishing Corporation
摘要：In the problem of testing one-sided hypotheses, a frequentist may measure evidence against the null hypothesis by the value, while a Bayesian may measure it by the posterior probability that the null hypothesis is true. In this paper, we consider the relationship between the generalized value and the Bayesian evidence in testing one-sided hypotheses in the presence of nuisance parameters. The sufficient conditions for the agreement between these two kinds of evidence are given. Some examples are provided to show the agreement of Bayesian and frequentist evidence in many classical testing problems. This is an illustration of reconcilability of evidence in a general framework where the nuisance parameters are present.