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Comparing Classical and Bayesian Approaches To Hypothesis Testing
Comparing Classical and Bayesian Approaches To Hypothesis Testing
James O. Berger
Institute of Statistics and Decision Sciences
Duke University
www.stat.duke.edu
Outline
P0 f ( x|0 )
Pr( H 0 | data x )
P0 f ( x|0 ) P1
{
f ( x| ) ( ) d
0}
1 0 x 1 0
x n ( 1)
Beta ( x 1, n x 1)
(for the binomial testing problem)
Note: Some prefer to use the Bayes Factor (or
weighted likelihood ratio) of H 0 to H1 ,
f ( x|0 )
B
{
f ( x| ) ( ) d
0}