This paper deals with the definition of the Bayes factor (BF) for non-dominated statistical models, where the ordinary likelihood function is not defined. A general definition of BF is proposed, which also covers dominated models; its main properties are examined and its practical use discussed through some simple examples, aimed at illustrating the behaviour of the BF in non-standard problems. © 2001 Elsevier Science B.V.
Bayes factor for non-dominated statistical models / Claudio, Macci; Polettini, Silvia. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 53:1(2001), pp. 79-89. [10.1016/s0167-7152(01)00035-9]
Bayes factor for non-dominated statistical models
POLETTINI, SILVIA
2001
Abstract
This paper deals with the definition of the Bayes factor (BF) for non-dominated statistical models, where the ordinary likelihood function is not defined. A general definition of BF is proposed, which also covers dominated models; its main properties are examined and its practical use discussed through some simple examples, aimed at illustrating the behaviour of the BF in non-standard problems. © 2001 Elsevier Science B.V.File allegati a questo prodotto
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