Title of article
Testing a Point Null Hypothesis against One-Sided for Non Regular and Exponential Families: The Reconcilability Condition to P-values and Posterior Probability
Author/Authors
Zolfaghari, Parisa Department of Statistics - Ahvaz Branch - Islamic Azad University , Chinipardaz, Rahim Department of Statistics - Ahvaz Branch - Islamic Azad University , Esmaily, Jafar Department of Mathematics - Ahvaz Branch - Islamic Azad University
Pages
17
From page
101
To page
117
Abstract
In this paper, the reconcilability between the P-value and the posterior probability in testing a point null hypothesis against the one-sided hypothesis is considered. Two essential families, non regular and exponential family of distributions, are studied. It was shown in a non regular family of distributions; in some cases, it is possible to find a prior distribution function under which P-value and posterior probability are achieved. However, in the exponential family of distributions, this agreement is based on the complete monotonicity of a function of hazard rate.
Keywords
Completely Monotone , Exponential Family of Distributions , Non Regular Family of Distributions , P-values , Posterior Probability
Journal title
Journal of the Iranian Statistical Society (JIRSS)
Serial Year
2020
Record number
2629461
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