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Frequentist-Bayesian Monte Carlo testing

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  • Ivair R. Silva
  • Reinaldo Marques

Abstract

Conventional methods for statistical hypothesis testing has historically been categorized as frequentist or Bayesian. But, a third option based on a reconciling hybrid frequentist-Bayesian framework is quickly emerging. Although prominent, there are applications where the exact hybrid test is not computable. For such cases, the present paper introduces a straightforward Monte Carlo procedure for performing frequentist-Bayesian testing.

Suggested Citation

  • Ivair R. Silva & Reinaldo Marques, 2020. "Frequentist-Bayesian Monte Carlo testing," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(10), pages 2356-2364, May.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:10:p:2356-2364
    DOI: 10.1080/03610926.2019.1571610
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