Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0954.62529
de la Horra, Julian; Rodriguez-Bernal, Maria Teresa
Asymptotic behaviour of the posterior predictive $p$-value. (English)
[J] Commun. Stat., Theory Methods 26, No.11, 2689-2699 (1997). ISSN 0361-0926; ISSN 1532-415X/e

Summary: The posterior predictive $p$-value is a Bayesian-motivated alternative to the classical concept of $p$-value. This paper is devoted to study its asymptotic behaviour. Under mild assumptions, it is proved that: a) When $\theta^*$, the true value of the parameter belongs to the null hypothesis, the distribution of the posterior predictive $p$-value converges to the uniform distribution over the interval $(0,1)$. b) When $\theta^*$ does not belong to the null hypothesis, the posterior predictive $p$-value converges almost surely to zero.

MSC 2000:: *62F15 Bayesian inference

Keywords: $p$-value; posterior predictive $p$-value; discrepancy variable; asymptotic behaviour; goodness of fit

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]