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Bayesian Theory and Applications$
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Paul Damien, Petros Dellaportas, Nicholas G. Polson, and David A. Stephens

Print publication date: 2013

Print ISBN-13: 9780199695607

Published to Oxford Scholarship Online: May 2013

DOI: 10.1093/acprof:oso/9780199695607.001.0001

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Hypothesis testing and model uncertainty

Hypothesis testing and model uncertainty

Chapter:
(p.361) 18 Hypothesis testing and model uncertainty
Source:
Bayesian Theory and Applications
Author(s):

M. J Bayarri

J. O Berger

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199695607.003.0018

This chapter discusses Bayesian hypothesis testing and model uncertainty. The chapter is organized as follows. Section 18.2 introduces the key concepts of Bayesian hypothesis testing. Section 18.3 compares the Bayesian with classical methods, such as use of p-values. Section 18.4 introduces the basics of dealing with model uncertainty. Section 18.5 discusses general approaches to the development of suitable prior distributions for model uncertainty. Section 18.6 considers other issues arising in model uncertainty, in particular, computation and search, approximation and asymptotics, multiplicity, and model criticism.

Keywords:   Bayesian hypothesis testing, model uncertainty, classical testing, hypothesis testing, p-values

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