A note on Bayes factors

Walker, S.G. (2005) A note on Bayes factors. Australian and New Zealand Journal of Statistics, 47 (3). pp. 325-328. ISSN 1369-1473 . (The full text of this publication is not available from this repository)

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Official URL
http://dx.doi.org/10.1111/j.1467-842X.2005.00397.x

Abstract

This note establishes a connection between Bayes factors and the use of the logarithmic score utility function for model selection in a Bayesian context. The connection presented provides insights into Bayes factors

Item Type: Article
Uncontrolled keywords: Bayes factor • martingale • logarithmic score utility function
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Judith Broom
Date Deposited: 12 Sep 2008 23:37
Last Modified: 14 Jan 2010 14:41
Resource URI: http://kar.kent.ac.uk/id/eprint/10588 (The current URI for this page, for reference purposes)
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