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On a Bayesian P-value with the Coherence Property
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 Title & Authors
On a Bayesian P-value with the Coherence Property
Hwang, Hyungtae;
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 Abstract
Schervish(1996) and Lavine and Schervish(1999) have shown that the classical P-values and the Bayes factors fail to achieve the so-called coherence property, respectively. In this paper, we propose a new type of Bayesian P-value, namely the type LR Bayesian P-value, satisfying the coherence property. The proposed Bayesian P-values are very easy to use with since they are simple functions of likelihood ratio. Their performances are discussed and compared with those of other methods under several situations.
 Keywords
coherence property;Bayesian P-values;Bayes factors;likelihood ratio;
 Language
Korean
 Cited by
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