Department Seminar Series: Stephen Walker, When Bayesian and Frequentist Hypothesis Testing Match


Mar
28
2014

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  • Speaker: Stephen Walker, PhD., Professor, Department of Mathematics, The University of Texas at Austin
  • Host Department: Statistics
  • Date: 03/28/2014
  • Time: 11:30 AM

  • Location: 340 East Hall

  • Description:

    The talk is about Bayesian testing of hypothesis of the type H_0: t=t_0 vs H_1: t ne t_0 using Bayes factors. There are large classes of such Bayesian tests for which no matter what prior or critical region for the Bayes factor are chosen, the test coincides with the classical test. The extent of this matching of tests is explored.