RecordNumber
3935
Author
Zolfaghari, Parisa
Crop_Body
Parisa Zolfaghari, Rahim Chinipardaz, and Jafar Esmaily
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
Title Of Journal
خبرنامه انجمن آمار ايران (JIRSS)
PublishInfo
تهران :انجمن آمار ايران
Publication Year
2020
Volum
19
Issue Number
2
Page
101-117
Keywords
Completely Monotone , Exponential Family of Distributions. , Non Regular Family of Distributions , P-values , Posterior Probability
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.