Date
2007
Dewey
Probabilités et mathématiques appliquées
Sujet
Asymptotic; Bayes factors; Point null; P-values; Goodness of fit tests
Conference name
Valencia International Meeting on Bayesian Statistics 2006
Conference date
06-2006
Conference city
Benidorm
Conference country
Espagne
Book title
Bayesian Statistics 8 Proceedings of the Eighth Valencia International Meeting June 2–6, 2006
Author
Bernardo, J.M.; Bayarri, M.J.; Berger, J.O.; Dawid, A.P.; Heckerman, D.; Smith, A.F.M.; West, M.
Publisher
Oxford University Press
Publisher city
Oxford
Year
2007
Pages number
688
ISBN
978-0-19-921465-5
Type
Communication / Conférence
Item number of pages
417-452
Abstract (EN)
In this paper we study Bayes factors and special p-values in their capacity of
approximating interval null hypotheses (or more generally neighbourhoods of
point null) hypotheses by point null or eventually parametric families in the
case of the goodness of fit test of a parametric family. We prove that when the
number of observations is large Bayes factors for point null hypotheses can
approximate Bayes factors for interval null hypotheses for extremely small
intervals. We also interpret the significance of calibration goodness of fit
tests using a p-value in terms of width of neighbourhoods of the point null
hypothesis. Finally we study the consistency of Bayes factors for goodness of
fit tests of parametric families, which enables us to shed light on the behaviour
of the Bayes factors.
