On resolving the Savage-Dickey paradox

DOI10.1214/10-EJS564zbMath1329.62091arXiv0910.1452OpenAlexW1999241502WikidataQ60461480 ScholiaQ60461480MaRDI QIDQ1952075

Jean-Michel Marin, Christian P. Robert Robert

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.1452

zbMATH Keywords

bridge samplinghypothesis testingBayes factorconditional distributionBayesian model choiceSavage-Dickey ratiozero measure set

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

Related Items

Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology, The expected demise of the Bayes factor, A Generalization of the Savage–Dickey Density Ratio for Testing Equality and Order Constrained Hypotheses, Bayesian variable selection in binary quantile regression, Rao–Blackwellisation in the Markov Chain Monte Carlo Era, Importance sampling schemes for evidence approximation in mixture models, Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis

Uses Software

• R

Cites Work

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