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Bayes factor for non-dominated statistical models

✍ Scribed by Claudio Macci; Silvia Polettini

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
130 KB
Volume
53
Category
Article
ISSN
0167-7152

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✦ Synopsis

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 some simple examples, aimed at illustrating the behaviour of the BF in non-standard problems.

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