Evidence and Credibility: Full Bayesian Significance Test for Precise Hypotheses.

Entropy 1 (1):69-80 (1999)
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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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Bayesian Evidence Test for Precise Hypotheses.Julio Michael Stern - 2003 - Journal of Statistical Planning and Inference 117 (2):185-198.

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Julio Michael Stern
University of São Paulo

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