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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

URL: http://jirss.irstat.ir/article-1-605-en.html

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

Received: 2019/07/27 | Accepted: 2021/03/25 | Published: 2020/12/11

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