Bayesian Hypothesis Testing: Redux
Statistics Theory
2018-08-28 v1 Statistics Theory
Abstract
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter values, we provide a practical default Bayes factor which is straightforward to interpret. To illustrate our methodology, we provide examples where evidence for a Bayesian strikingly supports the null, but leads to rejection under a classical test. Finally, we conclude with directions for future research.
Cite
@article{arxiv.1808.08491,
title = {Bayesian Hypothesis Testing: Redux},
author = {Hedibert F. Lopes and Nicholas G. Polson},
journal= {arXiv preprint arXiv:1808.08491},
year = {2018}
}