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:: Volume 5, Issue 2 (2-2012) ::
JSS 2012, 5(2): 219-237 Back to browse issues page
Comparison between Significance and Bayesian Tests for Two-sided Hypotheses in Exponential Distribution with Nuisance Parameter
Khadijeh Mehri , Rahim Chinipardaz *
Abstract:   (16739 Views)
This article is concerned with the comparison between posterior probability and p-value in two-parameter exponential distribution when the location parameter is considered as extra (nuisance) parameter. It has been shown that for a fixed p-value the posterior probability is increases as the number of observations gets large value. It means that it may be different results between classical and Bayesian point of view. This irreconcilability between classical evidence and Bayesian evidence is remained if we compare the lower bound of posterior probability under a class of reasonable prior distributions.
Keywords: Lower Bound of Posterior Probability, p-value, Nuisance Parameter
Full-Text [PDF 467 kb]   (3387 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2013/02/23 | Accepted: 2013/05/14 | Published: 2013/05/14
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Mehri K, Chinipardaz R. Comparison between Significance and Bayesian Tests for Two-sided Hypotheses in Exponential Distribution with Nuisance Parameter. JSS 2012; 5 (2) :219-237
URL: http://jss.irstat.ir/article-1-188-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 5, Issue 2 (2-2012) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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