:: Volume 2, Issue 2 (4-2016) ::
mmr 2016, 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:   (2108 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]   (719 Downloads)    
Type of Study: S | Subject: alg
Received: 2017/01/16 | Revised: 2017/09/13 | Accepted: 2017/01/16 | Published: 2017/01/16 | ePublished: 2017/01/16

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Volume 2, Issue 2 (4-2016) Back to browse issues page