Bayesian Testing of a Parametric Model Versus Nonparametric Alternatives
James O. Berger and Alessandra Guglielmi
Testing the fit of data to a parametric model can be done by embedding
the parametric model in a nonparametric alternative and computing the
Bayes factor of the parametric model to the nonparametric alternative.
Doing so by specifying the nonparametric alternative via a Polya tree
process is particularly attractive, from both theoretical and
methodological perspectives. Default (non-subjective) versions of this
analysis are developed herein, and illustrated on various examples.
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