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Objective Bayes estimation and hypothesis testing : the referenceintrinsic approach
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Juárez, Miguel A. (2005) Objective Bayes estimation and hypothesis testing : the referenceintrinsic approach. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

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Abstract
Conventional frequentist solutions to point estimation and hypothesis testing typically need ad hoc modifications when dealing with nonregular models, and may prove to be misleading. The decision oriented objective Bayesian approach to point estimation using conventional loss functions produces noninvariant solutions, and conventional Bayes factors suffer from JeffreysLindley Bartlett paradox. In this paper we illustrate how the use of the intrinsic discrepancy combined with reference analysis produce solutions to both point estimation and precise hypothesis testing, which are shown to overcome these difficulties. Specifically, we illustrate the methodology with some nonregular examples. The solutions obtained are compared with some previous results.
Item Type:  Working or Discussion Paper (Working Paper) 

Subjects:  Q Science > QA Mathematics 
Divisions:  Faculty of Science > Statistics 
Library of Congress Subject Headings (LCSH):  Fixpoint estimation, Statistical hypothesis testing 
Series Name:  Working papers 
Publisher:  University of Warwick. Centre for Research in Statistical Methodology 
Place of Publication:  Coventry 
Date:  2005 
Volume:  Vol.2005 
Number:  No.14 
Number of Pages:  28 
Status:  Not Peer Reviewed 
Access rights to Published version:  Open Access 
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URI:  http://wrap.warwick.ac.uk/id/eprint/35588 
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