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Objective Bayes estimation and hypothesis testing : the reference-intrinsic approach
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Juárez, Miguel A. (2005) Objective Bayes estimation and hypothesis testing : the reference-intrinsic approach. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.14).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
Abstract
Conventional frequentist solutions to point estimation and hypothesis testing
typically need ad hoc modifications when dealing with non-regular 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 Jeffreys-Lindley-
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 non-regular
examples. The solutions obtained are compared with some previous results.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Library of Congress Subject Headings (LCSH): | Fix-point estimation, Statistical hypothesis testing | ||||
Series Name: | Working papers | ||||
Publisher: | University of Warwick. Centre for Research in Statistical Methodology | ||||
Place of Publication: | Coventry | ||||
Official Date: | 2005 | ||||
Dates: |
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Volume: | Vol.2005 | ||||
Number: | No.14 | ||||
Number of Pages: | 28 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 |
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