Bayes factors for goodness of fit testing

被引：0

作者：

Spezzaferri, Fulvio

Verdinelli, Isabella ^{[1
]}

Zeppieri, Massimo

机构：

[1] Carnegie Mellon Univ, Pittsburgh, PA 15213 USA

[2] Univ Roma La Sapienza, Rome, Italy

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2007年 / 137卷 / 01期

关键词：

generalized fractional Bayes factor; Dirichlet process; Beta-Stacy process;

D O I：

10.1016/j.jspi.2005.09.002

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose the use of the generalized fractional Bayes factor for testing fit in multinomial models. This is a non-asymptotic method that can be used to quantify the evidence for or against a sub-model. We give expressions for the generalized fractional Bayes factor and we study its properties. In particular, we show that the generalized fractional Bayes factor has better properties than the fractional Bayes factor. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：43 / 56

页数：14

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