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mr 2017, 2(2): 23-38 Back to browse issues page
Comparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis
B Falahifard , R Chinipardaz, S Habibelahitabar
Abstract:   (1899 Views)

 This article is concerned with the comparison P-value and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-value of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-value is compared with the lower bound of posterior probability when the prior distribution is belonged to a class of reasonable distributions. It was shown that even for fixed sample size the P-value is less than the lower bound. This is not the case for one-sided hypothesis. There is a reconcilability between these two criterion.

Keywords: P-value, nuisance parameter, lower bound of posterior probability
Full-Text [PDF 684 kb]   (660 Downloads)    
Type of Study: S | Subject: alg
Received: 2017/01/16 | Accepted: 2017/01/16 | Published: 2017/01/16 | ePublished: 2017/01/16
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falahifard B, chinipardaz R, habibelahitabar S. Comparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis. mr. 2017; 2 (2) :23-38
URL: http://mmr.khu.ac.ir/article-1-2583-en.html


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Volume 2, Issue 2 (2-2017) Back to browse issues page
پژوهش‌های ریاضی Mathematical Researches
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