Bayes Factors and Posterior Estimation: Two Sides of the Very Same Coin

DOI10.1080/00031305.2022.2139293MaRDI QIDQ6562794zbMATH OpenFDO

Authors Harlan Campbell, Paul Gustafson

Publication date 27 June 2024

Published in The American Statistician (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1865509 (Why is no real title available?)
• scientific article; zbMATH DE number 795289 (Why is no real title available?)
• A tutorial on Bayes factor estimation with the product space method
• Bayesian model-averaged meta-analysis in medicine
• Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses
• Dynamical Bias in the Coin Toss
• Efficiently Simulating the Coverage Properties of Interval Estimates
• Interval estimation for messy observational data
• Model averaging for robust extrapolation in evidence synthesis
• The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation
• The expected demise of the Bayes factor
• The support interval

This page was built for publication: Bayes Factors and Posterior Estimation: Two Sides of the Very Same Coin

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6562794)