Bayes factors based on test statistics
نویسندگان
چکیده
منابع مشابه
Properties of Bayes Factors Based on Test Statistics
This article examines the consistency, interpretation and application of Bayes factors constructed from standard test statistics. Primary conclusions are that Bayes factors based on multinomial and normal test statistics are consistent for suitable choices of the hyperparameters used to specify alternative hypotheses, and that such constructions can be extended to obtain consistent Bayes factor...
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A nonnegative martingale with initial value equal to one measures evidence against a probabilistic hypothesis. The inverse of its value at some stopping time can be interpreted as a Bayes factor. If we exaggerate the evidence by considering the largest value attained so far by such a martingale, the exaggeration will be limited, and there are systematic ways to eliminate it. The inverse of the ...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2005
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2005.00521.x