The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses. The results shed further light on Lindley's paradox and suggest that a Bayesian interpretation of classical hypothesis testing is possible by providing a one-to-one approximate relationship between significance levels and posterior probabilities.
@article{urn:eudml:doc:40852,
title = {A Bayesian analysis of classical hypotheses testing.},
journal = {Trabajos de Estad\'\i stica e Investigaci\'on Operativa},
volume = {31},
year = {1980},
pages = {605-617},
language = {en},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40852}
}
Bernardo, José M. A Bayesian analysis of classical hypotheses testing.. Trabajos de Estadística e Investigación Operativa, Tome 31 (1980) pp. 605-617. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40852/