Volume 19, Issue 2 (12-2020)                   JIRSS 2020, 19(2): 101-117 | Back to browse issues page

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Zolfaghari P, Chinipardaz R, Esmaily J. Testing a Point Null Hypothesis against One-Sided for Non Regular and Exponential Families: The Reconcilability Condition to P-values and Posterior Probability. JIRSS. 2020; 19 (2) :101-117
URL: http://jirss.irstat.ir/article-1-605-en.html
Department of Statistics, Faculty of Mathematics and Computer Science, Shahid Chamran University of Ahvaz, Ahvaz, Iran. , chinipardaz_r@scu.ac.ir
Abstract:   (71 Views)

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.

Type of Study: Original Paper | Subject: 62Fxx: Parametric inference
Received: 2019/07/27 | Accepted: 2021/03/25 | Published: 2020/12/11

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