The calibration of P-values,posterior Bayes factors and the AIC from the posterior distribution of the likelihood |
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Authors: | Aitkin Murray |
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Institution: | (1) Department of Statistics, University of Newcastle, Newcastle-upon-Tyre, NE17RU |
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Abstract: | The posterior distribution of the likelihood is used to interpret the evidential meaning of P-values, posterior Bayes factors and Akaike's information criterion when comparing point null hypotheses with composite alternatives. Asymptotic arguments lead to simple re-calibrations of these criteria in terms of posterior tail probabilities of the likelihood ratio. (Prior) Bayes factors cannot be calibrated in this way as they are model-specific. |
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Keywords: | P-value likelihood posterior distribution Bayes factor fractional Bayes factor posterior Bayes factor AIC |
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