Constrained Bayesian Method of Composite Hypotheses Testing: Singularities and Capabilities
Journal: International Journal of Statistics in Medical Research
Year: 2016

The paper deals with the constrained Bayesian Method (CBM) for testing composite hypotheses. It is shown that, similarly to the cases when CBM is optimal for testing simple and multiple hypotheses in parallel and sequential experiments, it keeps the optimal properties at testing composite hypotheses. In particular, it easily, without special efforts, overcomes the Lindley’s paradox arising when testing a simple hypothesis versus a composite one. The CBM is compared with Bayesian test in the clas