Bringing Game Theory to Hypothesis Testing: Establishing Finite Sample Bounds on Inference
نویسندگان
چکیده
منابع مشابه
Statistical Hypothesis Testing and Lower Bounds to the Error Probability
Two alternative exact characterizations of the minimum error probability of Bayesian M -ary hypothesis testing are derived. The first expression corresponds to the error probability of an induced binary hypothesis test and implies the tightness of the meta-converse bound by Polyanskiy, Poor and Verdú; the second expression is function of an information-spectrum measure and implies the tightness...
متن کاملUsing Bayesian Inference in Classical Hypothesis Testing
When students obtain a statistically significant sample at a 5% level of significance, they may conclude they can be 95% confident that the alternate hypothesis is true. From a classical perspective, this conclusion is unwarranted. Two elements may inadvertently support this unwarranted conclusion: the traditional definitions of Type I error and alpha, and the silence about confidence. From a B...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2008
ISSN: 1556-5068
DOI: 10.2139/ssrn.1266059