Approximating the Bayes factor
β Scribed by Erhard Reschenhofer
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 248 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Difficulties arise when improper distributions are used in the evaluation of Bayes factors. Several attempts have been made to remove the difficulties by modifying the factors. This paper argues that the modifications are unnecessary and that it is the impropriety that is at fault. Bayes factors hav
Consider m sets of data x h , each with distribution depending on an unknown parameter
This paper deals with the deΓΏnition of the Bayes factor (BF) for non-dominated statistical models, where the ordinary likelihood function is not deΓΏned. A general deΓΏnition of BF is proposed, which also covers dominated models; its main properties are examined and its practical use discussed through