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arxiv: 1808.08491 · v1 · pith:FCCVVAFFnew · submitted 2018-08-26 · 🧮 math.ST · stat.TH

Bayesian Hypothesis Testing: Redux

classification 🧮 math.ST stat.TH
keywords bayesiantestdistributionhypothesisstatistictestingunderalternative
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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.

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