In this chapter, we illustrate the use of R to compare models from a Bayesian perspective. We introduce the notion of a Bayes factor in the setting where one is comparing two hypotheses about a parameter. In the setting where one is testing hypotheses about a population mean, we illustrate the computation of Bayes factors in both the one-sided and two-sided settings. We then generalize to the setting where one is comparing two Bayesian models, each consisting of a choice of prior and sampling density.
KeywordsPosterior Density Extracurricular Activity Dirichlet Distribution Prior Density Independence Model
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