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Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters

机译:存在干扰参数的精确零假设的贝叶斯显着性检验的高阶渐近计算

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摘要

The full Bayesian significance test (FBST) was introduced by Pereira and Stern for measuring the evidence of a precise null hypothesis. The FBST requires both numerical optimization and multidimensional integration, whose computational cost may be heavy when testing a precise null hypothesis on a scalar parameter of interest in the presence of a large number of nuisance parameters. In this paper we propose a higher order approximation of the measure of evidence for the FBST, based on tail area expansions of the marginal posterior of the parameter of interest. When in particular focus is on matching priors, further results are highlighted. Numerical illustrations are discussed.
机译:Pereira和Stern引入了完整的贝叶斯显着性检验(FBST),用于测量精确的零假设的证据。 FBST既需要数值优化又需要多维积分,当存在大量令人讨厌的参数时,如果在目标标量参数上测试精确的零假设,则其计算成本可能很高。在本文中,我们基于感兴趣参数的边缘后验的尾部区域扩展,为FBST的证据度量提出了更高阶的近似。当特别关注匹配先验时,将突出显示其他结果。讨论了数字图示。

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