Confidences in Hypotheses

Fuente: arXiv
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Main Author: Bornholt, Graham N.
Format: Preprint
Published: 2021
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author Bornholt, Graham N.
author_facet Bornholt, Graham N.
contents This article extends the hypotheses assessment method to the case with two competing simple hypotheses. In doing so we further clarify the benefits that hypotheses assessments can bring to classical statistical analyses. Given that confidences in hypotheses are based on conditional probabilities, we address the issue of what to condition on in order to avoid poor conditional properties. This step is essential if the resulting inferences are to be relevant to the data at hand. Admissibility is addressed within a framework of seeking confidences that are relevant to the data at hand and are as powerful as the application allows. Confidence procedures are said to be consistent if they are free of super-relevant betting strategies. For simple hypotheses, the assessment method produces minimum and maximum confidences in each hypothesis. Assessments for both symmetric and asymmetric experiments are included, and the relationship with Bayesian posterior probabilities discussed.
format Preprint
id arxiv_https___arxiv_org_abs_2111_10715
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Confidences in Hypotheses
Bornholt, Graham N.
Methodology
Statistics Theory
This article extends the hypotheses assessment method to the case with two competing simple hypotheses. In doing so we further clarify the benefits that hypotheses assessments can bring to classical statistical analyses. Given that confidences in hypotheses are based on conditional probabilities, we address the issue of what to condition on in order to avoid poor conditional properties. This step is essential if the resulting inferences are to be relevant to the data at hand. Admissibility is addressed within a framework of seeking confidences that are relevant to the data at hand and are as powerful as the application allows. Confidence procedures are said to be consistent if they are free of super-relevant betting strategies. For simple hypotheses, the assessment method produces minimum and maximum confidences in each hypothesis. Assessments for both symmetric and asymmetric experiments are included, and the relationship with Bayesian posterior probabilities discussed.
title Confidences in Hypotheses
topic Methodology
Statistics Theory
url https://arxiv.org/abs/2111.10715