Date
2007
Indexation documentaire
Probabilités et mathématiques appliquées
Subject
Asymptotic; Bayes factors; Point null; P-values; Goodness of fit tests
Titre du colloque
Valencia International Meeting on Bayesian Statistics 2006
Date du colloque
06-2006
Ville du colloque
Benidorm
Pays du colloque
Espagne
Titre de l'ouvrage
Bayesian Statistics 8 Proceedings of the Eighth Valencia International Meeting June 2–6, 2006
Auteur
Bernardo, J.M.; Bayarri, M.J.; Berger, J.O.; Dawid, A.P.; Heckerman, D.; Smith, A.F.M.; West, M.
Nom de l'éditeur
Oxford University Press
Ville de l'éditeur
Oxford
Année
2007
Nombre total de pages
688
ISBN
978-0-19-921465-5
Type
Communication / Conférence
Nombre de pages du document
417-452
Résumé en anglais
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.
