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Multiple comparisons, multiple tests, and data dredging: A Bayesian perspective. (English) Zbl 0706.62033

Bayesian statistics 3, Proc. 3rd Valencia Int. Meet., Altea/Spain 1987, 79-94 (1988).
Summary: [For the entire collection see Zbl 0702.00028.]
Multiple inferences are discussed from a Bayesian point of view and related to the classical statistical approach. A special case is testing one of the myriad of possible hypotheses that could have been generated by “dredging” through the data. Another special case is multiple comparisons. In the case of exchangeable parameters, a multiple comparisons problem can be viewed as a Bayes empirical Bayes problem. When the parameters are not exchangeable the problem is not as amenable to analysis.

MSC:

62F15 Bayesian inference
62J15 Paired and multiple comparisons; multiple testing

Citations:

Zbl 0702.00028