Bayesian point null hypothesis testing via the posterior likelihood ratio

  1. Lookup NU author(s)
  2. Emeritus Professor Murray Aitkin
  3. Professor Richard Boys
  4. Dr Thomas Chadwick
Author(s)Aitkin M, Boys RJ, Chadwick TJ
Publication type Article
JournalStatistics and Computing
Year2005
Volume15
Issue3
Pages217-230
ISSN (print)0960-3174
ISSN (electronic)1573-1375
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This paper gives an exposition of the use of the posterior likelihood ratio for testing point null hypotheses in a fully Bayesian framework. Connections between the frequentist P-value and the posterior distribution of the likelihood ratio are used to interpret and calibrate P-values in a Bayesian context, and examples are given to show the use of simple posterior simulation methods to provide Bayesian tests of common hypotheses.
PublisherSpringer
URLhttp://dx.doi.org/10.1007/s11222-005-1310-0
DOI10.1007/s11222-005-1310-0
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