Bayesian Evidence Test for Precise Hypotheses

Journal of Statistical Planning and Inference 117 (2):185-198 (2003)
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Abstract

The full Bayesian signi/cance test (FBST) for precise hypotheses is presented, with some illustrative applications. In the FBST we compute the evidence against the precise hypothesis. We discuss some of the theoretical properties of the FBST, and provide an invariant formulation for coordinate transformations, provided a reference density has been established. This evidence is the probability of the highest relative surprise set, “tangential” to the sub-manifold (of the parameter space) that defines the null hypothesis.

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Julio Michael Stern
University of São Paulo

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