
Approximating Interval hypothesis : p-values and Bayes factors
Rousseau, Judith (2007), Approximating Interval hypothesis : p-values and Bayes factors, in Bernardo, J.M.; Bayarri, M.J.; Berger, J.O.; Dawid, A.P.; Heckerman, D.; Smith, A.F.M.; West, M., Bayesian Statistics 8 Proceedings of the Eighth Valencia International Meeting June 2–6, 2006, Oxford University Press : Oxford, p. 417-452
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Type
Communication / ConférenceDate
2007Conference title
Valencia International Meeting on Bayesian Statistics 2006Conference date
2006-06Conference city
BenidormConference country
EspagneBook title
Bayesian Statistics 8 Proceedings of the Eighth Valencia International Meeting June 2–6, 2006Book 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
Published in
Oxford
ISBN
978-0-19-921465-5
Number of pages
688Pages
417-452
Metadata
Show full item recordAuthor(s)
Rousseau, JudithAbstract (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.Subjects / Keywords
Asymptotic; Bayes factors; Point null; P-values; Goodness of fit testsRelated items
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