Introducing nonparametric predictive inference methods for reproducibility of likelihood ratio tests

Filipe J. Marques, Frank P. A. Coolen, Tahani Coolen-Maturi

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Abstract

This paper introduces the nonparametric predictive inference approach for reproducibility of likelihood ratio tests. The general idea of this approach is outlined for tests between two simple hypotheses, followed by an investigation of reproducibility for tests between two beta distributions. The paper reports on the first steps of a wider research programme towards tests involving composite hypotheses and substantial computational challenges.

Original languageEnglish
Article number15
JournalJournal of Statistical Theory and Practice
Volume13
Issue number1
DOIs
Publication statusPublished - Mar 2019

Keywords

  • Beta distribution
  • Likelihood ratio test
  • Lower and upper probabilities
  • Nonparametric predictive inference
  • Reproducibility probability

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