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.
Bayes factors for goodness of fit testing / Spezzaferri, Fulvio; Verdinelli, Isabella; Massimo, Zeppieri. - In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE. - ISSN 0378-3758. - 137:1(2007), pp. 43-56. [10.1016/j.jspi.2005.09.002]
Bayes factors for goodness of fit testing
SPEZZAFERRI, Fulvio;VERDINELLI, Isabella;
2007
Abstract
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
