Sprenger, Jan
(2012)
Testing a precise null hypothesis: the case of Lindley's Paradox.
In: UNSPECIFIED.
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.
Monthly Views for the past 3 years
Monthly Downloads for the past 3 years
Plum Analytics
Actions (login required)
|
View Item |