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.
2007
beta-stacy process; dirichlet process; generalized fractional bayes factor
01 Pubblicazione su rivista::01a Articolo in rivista
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]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/237175
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