A Generalization of the Savage–Dickey Density Ratio for Testing Equality and Order Constrained Hypotheses

DOI10.1080/00031305.2020.1799861OpenAlexW3044994444MaRDI QIDQ5050809

Maarten Marsman, Eric‐Jan Wagenmakers, Joris Mulder

Publication date: 18 November 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.09899

zbMATH Keywords

Bayes factorsconstrained hypothesesconstrained multinomial modelsconstrained multivariate Bayesian \(t\)-test

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• BayesDA

Cites Work

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• Bayes Factors
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• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
• A caveat on the Savage–Dickey density ratio: The case of computing Bayes factors for regression parameters
• A Conditionally Distribution-Free Multivariate Sign Test for One-Sided Alternatives

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