Abstract
As a flexible Bayesian test criterion for nested point null hypotheses, asymmetric and multiple Bayes factors are introduced in the form of a modified Savage-Dickey density ratio. This leads to a simple method for obtaining pairwise comparisons of hypotheses in a statistical experiment with a partition on the parameter space. The method is derived from the fact that in general, the asymmetric Bayes factor can be written as the product of the Savage-Dickey ratio and a correction factor where both terms are easily estimated by means of posterior simulation. Analyses of a censored data problem and a serial correlation problem are illustrated for the method. For these cases, the method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required tests.
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Kim, HJ. A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor. Annals of the Institute of Statistical Mathematics 51, 585–602 (1999). https://doi.org/10.1023/A:1003962424859
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DOI: https://doi.org/10.1023/A:1003962424859