Statistics and Computing

, Volume 7, Issue 4, pp 253–261

The calibration of P-values, posterior Bayes factors and the AIC from the posterior distribution of the likelihood

  • Murray Aitkin
Article

DOI: 10.1023/A:1018550505678

Cite this article as:
Aitkin, M. Statistics and Computing (1997) 7: 253. doi:10.1023/A:1018550505678

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.

P-value likelihood posterior distribution Bayes factor fractional Bayes factor posterior Bayes factor AIC 

Copyright information

© Chapman and Hall 1997

Authors and Affiliations

  • Murray Aitkin
    • 1
  1. 1.Department of StatisticsUniversity of NewcastleNewcastle-upon-Tyre

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