限制参数空间双侧检验P值的修正及与贝叶斯证据的调停一致

Modification of P-Value of Two-Sided Test with Restricted Parameter Space and Its Reconciliation with Bayesian Evidence

  • 摘要: 本文研究了在限制参数空间双侧检验的P值的修正及基于修正P值的贝叶斯检验和经典统计检验的调停. 研究表明Wang\,(2006)给出的修正P值存在重要缺陷, 并给出了一种新的修正P值, 该修正P值具有较合理的性质, 并由此可一定程度缓和调停贝叶斯检验和经典统计检验的存在的冲突.

     

    Abstract: This paper makes research on modification of P-value of two-sided test with restricted parameter space and reconciling Bayesian test with classical test based on modified P-value, which shows that there exist critical defects in modified P-value put forward by Wang in 2006. This paper sets forth another modified P-value, which has comparative reasonable characteristics, based on which the conflict of Bayesian test and classical test can be reconciled to some extent.

     

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