✦ LIBER ✦

Some comments on Bayes factors

✍ Scribed by Dennis V. Lindley

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 500 KB
Volume: 61
Category: Article
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(96)00189-9

No coin nor oath required. For personal study only.

✦ Synopsis

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 have another undesirable feature, even with propriety, and it is suggested that they be replaced by odds.

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