The intrinsic bayes factor described by an example

L. R. Pericchi, I. Fiteni and E. Presa

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: The Intrinsic Bayes Factor (IBF) has been recently introduced by Berger and Pericchi (1996) for automatic model selection and hypothesis testing in a Bayesian framework. A major result is the existence, in hypothesis testing problems, of an Intrinsic Proper Prior (JPP) that can be obtained from the IBF in an automatic way. In this article we describe the IBF and compute the IPP in a simple example. It is the hope that the present article will help in making Bayesian methods more widely used for Testing Hypothesis.

Keywords: Bayes; factor; Intrinsic; proper; prior (search for similar items in EconPapers)
Date: 1996-07
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:10457

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