2016
DOI: 10.1080/00031305.2016.1209128
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How the Maximal Evidence ofP-Values Against Point Null Hypotheses Depends on Sample Size

Abstract: Minimum Bayes factors are commonly used to transform two-sided P values to lower bounds on the posterior probability of the null hypothesis. Several proposals exist in the literature, but none of them depends on the sample size. However, the evidence of a P value against a point null hypothesis is known to depend on the sample size. In this paper we consider P values in the linear model and propose new minimum Bayes factors that depend on sample size and converge to existing bounds as the sample size goes to i… Show more

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Cited by 71 publications
(60 citation statements)
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“…Interestingly, the fitted minBFs increase with increasing sample size for all types of non‐asymptotic p ‐values considered (see Figures and ), so we observe the same qualitative relationship between sample size and minBFs as in the linear model (Held & Ott, ). For the class of local normal priors, we compare the fitted minBFs for 2 × 2 tables to the sample‐size adjusted minBFs for the linear model with one degree of freedom ( d = 1).…”
Section: Empirical Relationship Between P‐values and Minimum Bayes Fasupporting
confidence: 65%
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“…Interestingly, the fitted minBFs increase with increasing sample size for all types of non‐asymptotic p ‐values considered (see Figures and ), so we observe the same qualitative relationship between sample size and minBFs as in the linear model (Held & Ott, ). For the class of local normal priors, we compare the fitted minBFs for 2 × 2 tables to the sample‐size adjusted minBFs for the linear model with one degree of freedom ( d = 1).…”
Section: Empirical Relationship Between P‐values and Minimum Bayes Fasupporting
confidence: 65%
“…The corresponding large‐sample minBF can be written as minTBF1false(pfalse)={arrayzexp(z/2)earrayforz=z(p)>1array1arrayotherwise, where e=expfalse(1false) is Euler's number. However, the case d = 2 is also of interest because it corresponds to a popular and easily applicable minBF, which directly calibrates a two‐sided p ‐value p as follows (Vovk, , section 9): minTBF2false(pfalse)={arrayeplog(p)arrayforp<1/earray1arrayotherwise. A simple derivation of can be found in Sellke et al () and is outlined in Held & Ott (, appendix B). This minBF will be termed the ‘ epnormallogfalse(pfalse)’ calibration in the following.…”
Section: Large‐sample Minimum Bayes Factorsmentioning
confidence: 99%
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