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IF:
0.967
5-Year IF:
1.301
SJR:
0.531
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CiteScore™:
1.52
ISSN Print: 2152-5080
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International Journal for Uncertainty Quantification
DOI: 10.1615/Int.J.UncertaintyQuantification.v2.i2.60
pages 161-172 RELATIONSHIP BETWEEN BAYESIAN AND FREQUENTIST SIGNIFICANCE INDICES
Marcio Diniz
Department of Statistics, Federal University of Sao Carlos, Rod. Washington Luis, km 235, Sao Carlos, SP, 13565-905, Brazil
Carlos A. B. Pereira
Mathematics and Statistics Institute, University of Sao Paulo, Sao Paulo, SP, Brazil
Adriano Polpo
Department of Statistics, Federal University of Sao Carlos, Rod. Washington Luis, km 235, Sao Carlos, SP, 13565-905, Brazil
Julio M. Stern
Mathematics and Statistics Institute, University of Sao Paulo, Sao Paulo, SP, Brazil
Sergio Wechsler
Mathematics and Statistics Institute, University of Sao Paulo, Sao Paulo, SP, Brazil ABSTRACTThe goal of this paper is to illustrate how two significance indicesthe frequentist p-value and Bayesian e-value have a straight mathematical relationship. We calculate these indices for standard statistical situations in which sharp null hypotheses are being tested. The p-value considered here is based on the likelihood ratio statistic. The existence of a functional relationship between these indices could surprise readers because they are computed in different spaces: p-values in the sample space and e-values in the parameter space. Articles with similar content:
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POLYNOMIAL CHAOS FOR SEMIEXPLICIT DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX 1
International Journal for Uncertainty Quantification, Vol.3, 2013, issue 1 Roland Pulch |