Bayesian Hypothesis Testing ? Comparison of Two Procedures
Milan Terek
Abstract
The paper deals with the comparison of the two known procedures of the Bayesian one-sided hypothesis testing.
First procedure is based on the simple comparison of the probabilities of null and alternative hypotheses, second
is based on the comparison of the probability of null hypothesis and the chosen significance level. The procedures
are compared on the basis of the probability that the rejected hypothesis is true. The using of the first named
procedure is recommended on the basis of realized analysis, in the case of one-sided testing.
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