Bayes Factors Based on Test Statistics
The full text of this version of the working paper is not currently available online.
Text appears in the Journal of the Royal Statistical Society, Series B, Volume 67, Part 5, 689-701.
Abstract:
Traditionally, the use of Bayes factors has required the specification of proper prior distributions on model parameters implicit to both null and alternative hypotheses. In this paper, I describe an approach to defining Bayes factors based on modeling test statistics. Because the distributions of test statistics do not depend on unknown model parameters, this approach eliminates much of the subjectivity normally associated with the definition of Bayes factors. For standard test statistics, including the 2, F, t and z statistics,the values of Bayes factors that result from this approach have simple, closed-form expressions.
Subject Area:
Statistical Theory and Methods
Suggested Citation:
Valen Johnson, "Bayes Factors Based on Test Statistics" (December 2004). UT MD Anderson Cancer Center Department of Biostatistics Working Paper Series. Working Paper 2.
http://www.bepress.com/mdandersonbiostat/paper2