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Testing a precise null hypothesis: the case of Lindley's Paradox

Sprenger, Jan (2012) Testing a precise null hypothesis: the case of Lindley's Paradox. In: [2012] Philosophy of Science Assoc. 23rd Biennial Mtg (San Diego, CA) > PSA 2012 Contributed Papers.

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    Abstract

    The interpretation of tests of a point null hypothesis against an unspecified alternative is a classical and yet unresolved issue in statistical methodology. This paper approaches the problem from the perspective of Lindley's Paradox: the divergence of Bayesian and frequentist inference in hypothesis tests with large sample size. I contend that the standard approaches in both frameworks fail to resolve the paradox. As an alternative, I suggest the Bayesian Reference Criterion: (i) it targets the predictive performance of the null hypothesis in future experiments; (ii) it provides a proper decision-theoretic model for testing a point null hypothesis and (iii) it convincingly accounts for Lindley's Paradox.


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    Item Type: Conference or Workshop Item (UNSPECIFIED)
    Keywords: statistical inference, hypothesis testing, Lindley's paradox, reference Bayesianism, frequentism
    Subjects: General Issues > Confirmation/Induction
    Specific Sciences > Probability/Statistics
    Conferences and Volumes: [2012] Philosophy of Science Assoc. 23rd Biennial Mtg (San Diego, CA) > PSA 2012 Contributed Papers
    Depositing User: Jan Sprenger
    Date Deposited: 07 Nov 2012 21:07
    Last Modified: 07 Nov 2012 21:07
    Item ID: 9419
    URI: http://philsci-archive.pitt.edu/id/eprint/9419

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