2018/08/26 by Lopes, Hedibert F., Polson, Nicholas G.
#FOS: Mathematics #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1808.08491
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter values, we provide a practical default Bayes factor which is straightforward to interpret. To illustrate our methodology, we provide examples where evidence for a Bayesian strikingly supports the null, but leads to rejection under a classical test. Finally, we conclude with directions for future research.