A new family of density functions on the interval (0,1)
A new family of density functions on the interval (0,1) arises from an agreement between frequentist and Bayesian approaches for the multivariate point null testing problem. A mixed prior distribution is used for constructing the p-value by means of a system of least favourable answers. Lindley’s paradox is connected with the axiom of choice. Asymptotic properties are studied and show that the discrepancy in the sense of Berger and Sellke (1987) between both methods does not exist in the two dimensional case.
Palabras clave: Lindley's paradox multivariate point null testing problem
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