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200
= 0.575, and used that to get a ratio of 0.1045...
(rather than averaging over all possible q), and so pointing towards M
2
. Alternatively,
Edwards's "exchange rate" of two units of likelihood per degree of freedom suggests that
is preferable (just) to , as and : the extra likelihood
compensates for the unknown parameter in .
A frequentist hypothesis test of (here considered as a null hypothesis) would have
produced a more dramatic result, saying that M
1
could be rejected at the 5% significance
level, since the probability of getting 115 or more successes from a sample of 200 if q = is
0.0200..., and as a two-tailed test of getting a figure as extreme as or more extreme than 115
is 0.0400... Note that 115 is more than two standard deviations away from 100.
M
2
is a more complex model than M
1
because it has a free parameter which allows it to model
the data more closely. The ability of Bayes factors to take this into account is a reason why
Bayesian inference has been put forward as a theoretical justification for and generalisation of
Occam's razor, reducing Type I errors.
[8]
See also
Bayes factor - Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Bayesian_model_selection
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Akaike information criterion
Approximate Bayesian Computation
Deviance information criterion
Model selection
Schwarz's Bayesian information criterion
Wallace's Minimum Message Length (MML)
Statistical ratios
Odds ratio
Relative risk
References
^ Goodman S (1999). "Toward evidence-based medical statistics. 1: The P value fallacy"
(http://www.annals.org/cgi/reprint/130/12/995.pdf) (PDF). Ann Intern Med 130 (12): 9951004.
doi:10.7326/0003-4819-130-12-199906150-00008 (http://dx.doi.org
/10.7326%2F0003-4819-130-12-199906150-00008) . PMID 10383371
(https://www.ncbi.nlm.nih.gov/pubmed/10383371) .
1.
^ Goodman S (1999). "Toward evidence-based medical statistics. 2: The Bayes factor"
(http://www.annals.org/cgi/reprint/130/12/1005.pdf) (PDF). Ann Intern Med 130 (12): 100513.
doi:10.7326/0003-4819-130-12-199906150-00019 (http://dx.doi.org
/10.7326%2F0003-4819-130-12-199906150-00019) . PMID 10383350
(https://www.ncbi.nlm.nih.gov/pubmed/10383350) .
2.
^
a
b
Robert E. Kass and Adrian E. Raftery (1995). "Bayes Factors" (http://www.andrew.cmu.edu
/user/kk3n/simplicity/KassRaftery1995.pdf) . Journal of the American Statistical Association 90
(430): 791.
3.
^ Toni, T.; Stumpf, M.P.H. (2009). "Simulation-based model selection for dynamical systems in
systems and population biology" (http://bioinformatics.oxfordjournals.org/cgi/reprint/26/1/104.pdf)
(PDF). Bioinformatics 26 (1): 10410. doi:10.1093/bioinformatics/btp619 (http://dx.doi.org
/10.1093%2Fbioinformatics%2Fbtp619) . PMC 2796821 (https://www.ncbi.nlm.nih.gov
/pmc/articles/PMC2796821) . PMID 19880371 (https://www.ncbi.nlm.nih.gov/pubmed/19880371)
.
4.
^ Robert, C.P., J. Cornuet, J. Marin and N.S. Pillai (2011). "Lack of confidence in approximate
Bayesian computation model choice" (http://www.pnas.org/content/early/2011/08
/25/1102900108.short) . Proceedings of the National Academy of Sciences 108 (37):
1511215117. doi:10.1073/pnas.1102900108 (http://dx.doi.org/10.1073%2Fpnas.1102900108) .
PMID 21876135 (https://www.ncbi.nlm.nih.gov/pubmed/21876135) .
5.
^ H. Jeffreys (1961). The Theory of Probability (http://books.google.ca/books?id=vh9Act9rtzQC& 6.
Bayes factor - Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Bayesian_model_selection
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printsec=frontcover#v=onepage&q&f=false) (3 ed.). Oxford. p. 432
^ Good, I.J. (1979). "Studies in the History of Probability and Statistics. XXXVII A. M. Turing's
statistical work in World War II". Biometrika 66 (2): 393396. doi:10.1093/biomet/66.2.393
(http://dx.doi.org/10.1093%2Fbiomet%2F66.2.393) . MR 82c:01049 (https://www.ams.org
/mathscinet-getitem?mr=82c%3A01049) .
7.
^ Sharpening Ockham's Razor On a Bayesian Strop (http://www.stat.duke.edu/~berger/papers
/ockham.html)
8.
Gelman, A.; Carlin, J.; Stern, H.; Rubin, D. (1995). Bayesian Data Analysis. London:
Chapman and Hall. ISBN 0-412-03991-5.
Bernardo, J.; Smith, A. F. M. (1994). Bayesian Theory. New York: John Wiley.
ISBN 0-471-92416-4.
Lee, P. M. (1989). Bayesian Statistics. Arnold. ISBN 0-85264-298-9.
Denison, D. G. T.; Holmes, C. C.; Mallick, B. K.; Smith, A. F. M. (2002). Bayesian
Methods for Nonlinear Classification and Regression. New York: John Wiley.
ISBN 0-471-49036-9.
Duda, Richard O.; Hart, Peter E.; Stork, David G. (2000). "Section 9.6.5". Pattern
classification (2nd ed.). Wiley. pp. 487489. ISBN 0-471-05669-3.
Chapter 24 in Probability Theory The logic of science
(http://omega.math.albany.edu:8008/JaynesBook.html) by E. T. Jaynes, 1994.
David J.C. MacKay (2003) Information theory, inference and learning algorithms, CUP,
ISBN 0-521-64298-1, (also available online (http://www.inference.phy.cam.ac.uk/mackay
/itila/book.html) )
Winkler, Robert (2003). Introduction to Bayesian Inference and Decision (2nd ed.).
Probabilistic. ISBN 0-9647938-4-9.
External links
Web-based Bayes-factor calculator for t-tests, regression designs, and binomially
distributed data (http://pcl.missouri.edu/bayesfactor)
BayesFactor, an R package for computing Bayes factors in common research designs
(http://bayesfactorpcl.r-forge.r-project.org/)
The on-line textbook: Information Theory, Inference, and Learning Algorithms
(http://www.inference.phy.cam.ac.uk/mackay/itila/) , by David J.C. MacKay, discusses
Bayesian model comparison in Chapter 28, p343.
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