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