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Evidence and Credibility: Full Bayesian Significance Test for Precise Hypotheses

De Bragança Pereira, Carlos and Stern, Julio (1999) Evidence and Credibility: Full Bayesian Significance Test for Precise Hypotheses. Entropy, 1 (4). pp. 99-110. ISSN 1099-4300

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Abstract: A Bayesian measure of evidence for precise hypotheses is presented. The intention is to give a Bayesian alternative to significance tests or, equivalently, to p values. In fact, a set is defined in the parameter space, and the posterior probability, its credibility, is evaluated. This set is the “Highest Posterior Density Region” that is “tangent” to the set that defines the null hypothesis. Our measure of evidence is the complement of the credibility of
the “tangent” region.

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Item Type: Published Article or Volume
De Bragança Pereira, Carlos
Stern, Julio
Keywords: Bayes factor, numerical integration, global optimization, p-value, posterior density
Subjects: Specific Sciences > Probability/Statistics
Depositing User: Prof. Julio Michael Stern
Date Deposited: 26 Mar 2023 16:01
Last Modified: 26 Mar 2023 16:01
Item ID: 21913
Journal or Publication Title: Entropy
Publisher: MDPI
Official URL:
DOI or Unique Handle: 10.3390/e1040099
Subjects: Specific Sciences > Probability/Statistics
Date: 1999
Page Range: pp. 99-110
Volume: 1
Number: 4
ISSN: 1099-4300

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