Abstract
A Bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal distribution is developed. Expressions for Bayes factors are derived in various cases and Monte Carlo approximation methods are suggested. For comparison of the Bayes test with a classical test, lower bounds of the posterior probability of the null hypothesis over some reasonable classes of prior distributions are derived and compared with the p-value of the classical likelihood ratio test.
Original language | English |
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Pages (from-to) | 2371-2389 |
Number of pages | 19 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 27 |
Issue number | 10 |
DOIs | |
State | Published - 1998 |
Keywords
- Bayes factor
- Monte Carlo