Journal of the Korean Statistical Society

  • 제27권4호
  • /
  • Pages.385-396
  • /
  • 1998
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Computing Fractional Bayes Factor Using the Generalized Savage-Dickey Density Ratio

  • Younshik Chung (Department of Statistics, Pusan National University) ;
  • Lee, Sangjeen (Department of Statistics, Pusan National University)
  • 발행 : 1998.12.01
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초록

A computing method of fractional Bayes factor (FBF) for a point null hypothesis is explained. We propose alternative form of FBF that is the product of density ratio and a quantity using the generalized Savage-Dickey density ratio method. When it is difficult to compute the alternative form of FBF analytically, each term of the proposed form can be estimated by MCMC method. Finally, two examples are given.

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참고문헌

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