RELATIONSHIP BETWEEN BAYESIAN AND FREQUENTIST SIGNIFICANCE INDICES

Marcio Diniz, Carlos A. B. Pereira, Adriano Polpo, Julio M. Stern, Sergio Wechsler

Research output: Contribution to journalArticle

Abstract

The goal of this paper is to illustrate how two significance indices-the frequentist p-value and Bayesian e-value-have a straight mathematical relationship. We calculate these indices for standard statistical situations in which sharp null hypotheses are being tested. The p-value considered here is based on the likelihood ratio statistic. The existence of a functional relationship between these indices could surprise readers because they are computed in different spaces: p-values in the sample space and e-values in the parameter space.

Original languageEnglish
Pages (from-to)161-172
Number of pages12
JournalInternational Journal for Uncertainty Quantification
Volume2
Issue number2
DOIs
Publication statusPublished - 2012
Externally publishedYes

Cite this