Bayesian Analysis

Can a significance test be genuinely Bayesian?

Carlos A. de B. Pereira, Julio Michael Stern, and Sergio Wechsler

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The Full Bayesian Significance Test, FBST, is extensively reviewed. Its test statistic, a genuine Bayesian measure of evidence, is discussed in detail. Its behavior in some problems of statistical inference like testing for independence in contingency tables is discussed.

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Bayesian Anal. Volume 3, Number 1 (2008), 79-100.

First available in Project Euclid: 22 June 2012

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Pereira, Carlos A. de B.; Stern, Julio Michael; Wechsler, Sergio. Can a significance test be genuinely Bayesian?. Bayesian Anal. 3 (2008), no. 1, 79--100. doi:10.1214/08-BA303.

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