P-values Vs Bayes factors

Having discussed at length this topic elsewhere (see in particular sections 1.8, and 10.8 of [8]), I sketch here the main points, with the help of some plots. This is obviously a didactic example and does not enter at all into the (very complicate and CPU time consuming) details of the analysis of the interferometer data (see footnote 18). In particular a direct observation will be considered, while in general hypothesis tests are performed on a statistic chosen with large freedom.27 So we just consider here simple models $H_i$ that could produce the quantity $x$ according to pdf's $f(x\,\vert\,H_i,I)$.

Giulio D'Agostini 2016-09-06