On the frequentist and Bayesian approaches to hypothesis testing.

Título inglés	On the frequentist and Bayesian approaches to hypothesis testing.
Título español	Sobre los enfoques bayesiano y frecuentista en el contraste de hipótesis.
Autor/es	Moreno, Elías ; Girón, F. Javier
Organización	Univ. Granada, Granada, España;Univ. Málaga, Málaga, España
Revista	1696-2281
Publicación	2006, 30 (1): 3-28, 45 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper we briefly revise the basic aspects of hypothesis testing for both the frequentist and Bayesian procedures and discuss the variable selection problem in normallinear regression for which the discrepancies are more apparent. Illustrations on simulated and real data are given.
Clasificación UNESCO	120913
Palabras clave español	Inferencia paramétrica ; Contraste de hipótesis ; Inferencia bayesiana ; Regresión lineal
Código MathReviews	MR2273330
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