Bayes factors for goodness of fit testing |
| |
Authors: | Fulvio Spezzaferri Isabella Verdinelli Massimo Zeppieri |
| |
Affiliation: | 1. Università di Roma, La Sapienza, Italy;2. Carnegie Mellon University, USA |
| |
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. |
| |
Keywords: | Generalized fractional Bayes factor Dirichlet process Beta-Stacy process |
本文献已被 ScienceDirect 等数据库收录! |