Testing Un-Separated Hypotheses by Estimating a Distance

Bayesian Analysis

Jean-Bernard Salomond¹ 

关键词: hypothesis testing;    Bayesian inference;    asymptotic properties of tests;    nonparametric inference;    goodness-of-fit;    monotonicity;   

DOI  :  10.1214/17-BA1059

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to test for. This

【 授权许可】

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