publication:

Bayesian point null hypothesis testing via the posterior likelihood ratio (2005)

Author(s): Aitkin M, Boys RJ, Chadwick TJ

    Abstract: This paper gives an exposition of the use of the posterior likelihood ratio for testing point null hypotheses in a fully Bayesian framework. Connections between the frequentist P-value and the posterior distribution of the likelihood ratio are used to interpret and calibrate P-values in a Bayesian context, and examples are given to show the use of simple posterior simulation methods to provide Bayesian tests of common hypotheses.

      • Date: 18-06-2005
      • Journal: Statistics and Computing
      • Volume: 15
      • Issue: 3
      • Pages: 217-230
      • Publisher: Springer
      • Publication type: Article
      • Bibliographic status: Published
      Staff

      Professor Richard Boys
      Professor of Applied Statistics