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MDPI, Entropy, 4(1), p. 99-110, 1999

DOI: 10.3390/e1040099

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Evidence and Credibility: Full Bayesian Significance Test for Precise Hypotheses

Journal article published in 1999 by Carlos A. De Bragança Pereira ORCID, Carlos Alberto de Bragança Pereira, Julio Michael Stern
This paper is made freely available by the publisher.
This paper is made freely available by the publisher.

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Abstract

A Bayesian measure of evidence for precise hypotheses is presented. The intention is to give a Bayesian alternative to significance tests or, equivalently, to p-values. In fact, a set is defined in the parameter space and the posterior probability, its credibility, is evaluated. This set is the "Highest Posterior Density Region" that is "tangent" to the set that defines the null hypothesis. Our measure of evidence is the complement of the credibility of the "tangent" region.