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On the bayesianity of pereira-stern tests

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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.

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Authors and Affiliations

  1. Departmento de Estatística, Universidade Federal do Pará, Cx. Postal 66281, 05315-970, São Paulo-SP, Brazil

    M. Regina Madruga

  2. Instituto de Matemática e Estatística, Universidade de São Paulo, Cx. Postal 66281, 05315-970, São Paulo-SP, Brazil

    Luis G. Esteves & Sergio Wechsler

Authors
  1. M. Regina Madruga
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  2. Luis G. Esteves
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  3. Sergio Wechsler
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Corresponding author

Correspondence to Sergio Wechsler.

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Madruga, M.R., Esteves, L.G. & Wechsler, S. On the bayesianity of pereira-stern tests. Test 10, 291–299 (2001). https://doi.org/10.1007/BF02595698

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  • DOI: https://doi.org/10.1007/BF02595698

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