Fig. 3.

Example 3: LOO weights for ${\mathcal{\mathscr{H}}}_0:\mu =0$ as a function of sample size n, for data sets with sample mean equal to zero and sample variance equal to one, evaluated in relation to four different prior specifications for ${\mathcal{\mathscr{H}}}_1$: a ${\mathcal{\mathscr{H}}}_1:\mu \sim \mathcal{N}(0,3^2)$; b ${\mathcal{\mathscr{H}}}_1:\mu \sim \mathcal{N}(0,1.5^2)$; c ${\mathcal{\mathscr{H}}}_1:\mu \sim \mathcal{N}(0,1)$; and d ${\mathcal{\mathscr{H}}}_1:\mu \sim \mathcal{N}(0,0.5^2)$. The dotted horizontal line indicates the corresponding analytical asymptotic bound (see text for details). Available at https://tinyurl.com/y7qhtp3o under CC license https://creativecommons.org/licenses/by/2.0/