Hi all,

 

I’m about to ask about something that is a bit controversial (or at least seems that way when I read the literature and think about Bayes Theory). I came across a website by a Bayesian analyst who indicated that one can obtain “one-tailed” p-values using the step function in WINBUGS where the mean statistic of the posterior distribution is the p-value. Furthermore, the analyst indicated that if you multiply the smaller of the one-tailed p-values by 2, that would produce what is essentially a 2-sided p-value.

 

For example, suppose H0: slope=0.

 

Right-Tailed p-value = step(slope - 0)

Left-Tailed p-value = 1 – step(slope – 0)

 

Let’s assume for this example that the mean slope ends up being (+) 0.5. Further, suppose the right tailed p-value is 0.99xx and the left tailed p-value is .01xx, applying the recommendation to obtain the 2-sided p-value, the left-tailed p-value would be multiplied by 2.

 

Question: How exactly would this two-sided p-value be interpreted? Is it similar to that of a Frequentist interpretation? If not, how would it differ?

 

Thanks!

 

Ryan