Lecture 16: Basics of Bayesian Hypothesis Testing

Readings

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 7.4: Model comparison using Bayes factors
• The Bayesian Choice (Second Edition) by Christian Robert
  • 5: Tests and Confidence Regions
  • 5.1: Introduction
  • 5.2: A first approach to testing theory
  • 5.3: Comparison with the classical approach
  • 5.4: A second decision-theoretic approach
• Intrinsic Bayes Factors for Model Selection and Comparison by J. O. Berger and L. R. Pericchi
  • Journal of the Royal Statistical Society: Series B (Statistical Methodology) Volume 67, Issue 3, pages 725–748, June 2005