COMPARISON BETWEEN FREQUENTIST TEST AND BAYESIAN TEST TO VARIANCE NORMAL IN THE PRESENCE OF NUISANCE PARAMETER: ONE-SIDED AND TWO-SIDED HYPOTHESIS

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FALAHIFARD B.; CHINIPARDAZ R.; HABIBELAHITABAR S.

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Journal: MATHEMATICAL RESEARCHES Year:2017 | Volume:2 | Issue:2 Page(s): 23-38

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Title

COMPARISON BETWEEN FREQUENTIST TEST AND BAYESIAN TEST TO VARIANCE NORMAL IN THE PRESENCE OF NUISANCE PARAMETER: ONE-SIDED AND TWO-SIDED HYPOTHESIS

Author(s)

FALAHIFARD B. | CHINIPARDAZ R. | HABIBELAHITABAR S. | Issue Writer Certificate

Keywords

P-VALUEQ2

NUISANCE PARAMETERQ2

LOWER BOUND OF POSTERIOR PROBABILITYQ2

Abstract

This article is concerned with the comparison P-VALUE and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-VALUE of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-VALUE is compared with the LOWER BOUND OF POSTERIOR PROBABILITY when the prior distribution is belonged to a class of reasonable distributions. It was shown that even for fixed sample size the P-VALUE is less than the lower bound. This is not the case for one-sided hypothesis.

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APA: Copy

FALAHIFARD, B., CHINIPARDAZ, R., & HABIBELAHITABAR, S.. (2017). COMPARISON BETWEEN FREQUENTIST TEST AND BAYESIAN TEST TO VARIANCE NORMAL IN THE PRESENCE OF NUISANCE PARAMETER: ONE-SIDED AND TWO-SIDED HYPOTHESIS. MATHEMATICAL RESEARCHES, 2(2), 23-38. SID. https://sid.ir/paper/260810/en

Vancouver: Copy

FALAHIFARD B., CHINIPARDAZ R., HABIBELAHITABAR S.. COMPARISON BETWEEN FREQUENTIST TEST AND BAYESIAN TEST TO VARIANCE NORMAL IN THE PRESENCE OF NUISANCE PARAMETER: ONE-SIDED AND TWO-SIDED HYPOTHESIS. MATHEMATICAL RESEARCHES[Internet]. 2017;2(2):23-38. Available from: https://sid.ir/paper/260810/en

IEEE: Copy

B. FALAHIFARD, R. CHINIPARDAZ, and S. HABIBELAHITABAR, “COMPARISON BETWEEN FREQUENTIST TEST AND BAYESIAN TEST TO VARIANCE NORMAL IN THE PRESENCE OF NUISANCE PARAMETER: ONE-SIDED AND TWO-SIDED HYPOTHESIS,” MATHEMATICAL RESEARCHES, vol. 2, no. 2, pp. 23–38, 2017, [Online]. Available: https://sid.ir/paper/260810/en

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