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Statistical Methods & Applications

, Volume 24, Issue 4, pp 523–546 | Cite as

Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing

  • David R. Bickel
Article

Abstract

The proposed minimax procedure blends strict Bayesian methods with p values and confidence intervals or with default-prior methods. Two applications to hypothesis testing bring some implications to light. First, the blended probability that a point null hypothesis is true is equal to the p value or a lower bound of an unknown posterior probability, whichever is greater. As a result, the p value is reported instead of any posterior probability in the case of complete prior ignorance but is ignored in the case of a fully known prior. In the case of partial knowledge about the prior, the possible posterior probability that is closest to the p value is used for inference. The second application provides guidance on the choice of methods used for small numbers of tests as opposed to those appropriate for large numbers. Whereas statisticians tend to prefer a multiple comparison procedure that adjusts each p value for small numbers of tests, large numbers instead lead many to estimate the local false discovery rate (LFDR), a posterior probability of hypothesis truth. Each blended probability reduces to the LFDR estimate if it can be estimated with sufficient accuracy or to the adjusted p value otherwise.

Keywords

Confidence distribution Fiducial inference Imprecise probability Maximum entropy Multiple hypothesis testing Multiple comparison procedure Robust Bayesian analysis 

Mathematics Subject Classification

Primary: 62F15 Secondary: 62A01 

Notes

Acknowledgments

The comments of the two anonymous reviewers and of the editor-in-chief are gratefully acknowledged for improving the clarity of presentation. In addition, I thank Xuemei Tang for providing the fruit-development microarray data. This research was partially supported by the Canada Foundation for Innovation, by the Ministry of Research and Innovation of Ontario, and by the Faculty of Medicine of the University of Ottawa.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  1. 1.Ottawa Institute of Systems Biology, Department of Biochemistry, Microbiology, and ImmunologyUniversity of OttawaOttawaCanada
  2. 2.Department of Mathematics and StatisticsOttawaCanada

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