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Sigeti, David E.

Publications and source records attributed to Sigeti, David E..

Bayesian Hypothesis Testing

These are a set of slides about Bayesian hypothesis testing, where many hypotheses are tested. The conclusions are the following: The value of the Bayes factor obtained when using the median of the posterior marginal is almost the minimum value of the Bayes factor. The value of τ 2 which minimizes the Bayes factor is a reasonable choice for this parameter. This allows a likelihood ratio to be computed with is the least favorable to H 0 .

97 MATHEMATICS AND COMPUTING↗