Test

, Volume 10, Issue 2, pp 291–299

On the bayesianity of pereira-stern tests

  • M. Regina Madruga
  • Luis G. Esteves
  • Sergio Wechsler
Article

DOI: 10.1007/BF02595698

Cite this article as:
Madruga, M.R., Esteves, L.G. & Wechsler, S. Test (2001) 10: 291. doi:10.1007/BF02595698

Abstract

C. Pereira and J. Stern have recently introduced a measure of evidence of a precise hypothesis consisting of the posterior probability of the set of points having smaller density than the supremum over the hypothesis. The related procedure is seen to be a Bayes test for specific loss functions. The nature of such loss functions and their relation to stylised inference problems are investigated. The dependence of the loss function on the sample is also discussed as well as the consequence of the introduction of Jeffrey’s prior mass for the precise hypothesis on the separability of probability and utility.

Key Words

Bayesian InferenceDecision Theoryhypothesis testloss functions

AMS subject classification

62C1062A1562F1562F03

Copyright information

© Sociedad Española de Estadistica e Investigacion Operativa 2001

Authors and Affiliations

  • M. Regina Madruga
    • 1
  • Luis G. Esteves
    • 2
  • Sergio Wechsler
    • 2
  1. 1.Departmento de EstatísticaUniversidade Federal do ParáSão Paulo-SPBrazil
  2. 2.Instituto de Matemática e EstatísticaUniversidade de São PauloSão Paulo-SPBrazil