Berger

Souvenir From the NISS Stat Debate for Users of Bayes Factors (& P-Values)

.

What would I say is the most important takeaway from last week’s NISS “statistics debate” if you’re using (or contemplating using) Bayes factors (BFs)–of the sort Jim Berger recommends–as replacements for P-values? It is that J. Berger only regards the BFs as appropriate when there’s grounds for a high concentration (or spike) of probability on a sharp null hypothesis,            e.g.,H0: θ = θ0.

Thus, it is crucial to distinguish between precise hypotheses that are just stated for convenience and have no special prior believability, and precise hypotheses which do correspond to a concentration of prior belief. (J. Berger and Delampady 1987, p. 330).

Continue reading

Categories: bayes factors, Berger, P-values, S. Senn

Blog at WordPress.com.