Testing precise hypotheses


Journal Article

Testing of precise (point or small interval) hypotheses is reviewed, with special emphasis placed on exploring the dramatic conflict between conditional measures (Bayes factors and posterior probabilities) and the classical P-value (or observed significance level). This conflict is highlighted by finding lower bounds on the conditional measures over wide classes of priors, in normal and binomial situations, lower bounds, which are much larger than the P-value; this leads to the recommendation of several alternatives to P-values. Results are also given concerning the validity of approximating an interval null by a point null. The overall discussion features critical examination of issues such as the probability of objective testing and the possibility of testing from confidence sets. © 1987, Institute of Mathematical Statistics. All Rights Reserved.

Full Text

Duke Authors

Cited Authors

  • Berger, JO; Delampady, M

Published Date

  • January 1, 1987

Published In

Volume / Issue

  • 2 / 3

Start / End Page

  • 317 - 335

International Standard Serial Number (ISSN)

  • 0883-4237

Digital Object Identifier (DOI)

  • 10.1214/ss/1177013238

Citation Source

  • Scopus