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November 2019 Bayesian hypothesis testing: Redux
Hedibert F. Lopes, Nicholas G. Polson
Braz. J. Probab. Stat. 33(4): 745-755 (November 2019). DOI: 10.1214/19-BJPS442

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 revisit the seminal paper of Edwards, Lindman and Savage (Psychol. Rev. 70 (1963) 193–242). There are a number of important take-aways from comparing the Bayesian paradigm via Bayes factors to frequentist ones. 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.

Citation

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Hedibert F. Lopes. Nicholas G. Polson. "Bayesian hypothesis testing: Redux." Braz. J. Probab. Stat. 33 (4) 745 - 755, November 2019. https://doi.org/10.1214/19-BJPS442

Information

Received: 1 August 2018; Accepted: 1 April 2019; Published: November 2019
First available in Project Euclid: 26 August 2019

zbMATH: 07120732
MathSciNet: MR3996315
Digital Object Identifier: 10.1214/19-BJPS442

Rights: Copyright © 2019 Brazilian Statistical Association

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Vol.33 • No. 4 • November 2019
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