Jeffreys–Lindley paradox

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Sir Harold Jeffreys (1891—1989) geophysicist

hypothesis testing



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A situation studied by Jeffreys in 1939 and termed a paradox by Lindley in 1957. The paradox concerns the possibility that a hypothesis test may lead to rejection of the null hypothesis in favour of an alternative that is judged (using Bayesian inference) to be less plausible. The possible interpretations of this paradox have given rise to much debate.

Subjects: Probability and Statistics.

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