Hypothesis Tests for Bernoulli Experiments: Ordering the Sample Space by Bayes Factors and Using Adaptive Significance Levels for Decisions

Autor: Carlos A. de B. Pereira, Eduardo Y. Nakano, Victor Fossaluza, Luís Gustavo Esteves, Mark A. Gannon, Adriano Polpo
Jazyk: angličtina
Rok vydání: 2017
Předmět:
Zdroj: Entropy, Vol 19, Iss 12, p 696 (2017)
Druh dokumentu: article
ISSN: 1099-4300
DOI: 10.3390/e19120696
Popis: The main objective of this paper is to find the relation between the adaptive significance level presented here and the sample size. We statisticians know of the inconsistency, or paradox, in the current classical tests of significance that are based on p-value statistics that are compared to the canonical significance levels (10%, 5%, and 1%): “Raise the sample to reject the null hypothesis” is the recommendation of some ill-advised scientists! This paper will show that it is possible to eliminate this problem of significance tests. We present here the beginning of a larger research project. The intention is to extend its use to more complex applications such as survival analysis, reliability tests, and other areas. The main tools used here are the Bayes factor and the extended Neyman–Pearson Lemma.
Databáze: Directory of Open Access Journals