A Bayesian analysis of classical hypothesis testing |
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Affiliation: | (1) Universidad de Valencia, Valencia, Espa?a |
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Abstract: | Summary The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses.
The results shed further light on Lindley’s paradox and suggest that a Bayesian interpretation of classical hypothesis testing
is possible by providing a one-to-one approximate relationship between significance levels and posterior probabilities. |
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Keywords: | Bayesian inference Hypothesis testing Information measures Lindley’ s paradox Non-informative priors Reference distributions |
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