Decision theoretic Bayesian hypothesis testing with focus on skewed alternatives
by
Naveen K. Bansal
Marquette University, Milwaukee, Wisconsin 53233
Coauthors: Ru Sheng

Generally, hypothesis problems are stated in terms of one-sided or two sided alternatives. However there are situations when it may be known in two sided alternatives that one side is more likely than the other. For example, when testing for a treatment effect, it is generally known that if there is a treatment effect, a positive effect is more likely than a negative. We give a Baysian decision theoretic formulation to such problems and compare the powers of the proposed methods with powers of the UMPU tests.

Date received: February 29, 2008

Copyright © 2008 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cawu-60.