scholarly journals Neyman–Pearson lemma for Bayes factors

Author(s):  
Andrew Fowlie
Keyword(s):  
Decision ◽  
2016 ◽  
Vol 3 (2) ◽  
pp. 115-131 ◽  
Author(s):  
Helen Steingroever ◽  
Ruud Wetzels ◽  
Eric-Jan Wagenmakers

Author(s):  
Fco. Javier Girón ◽  
Carmen del Castillo

AbstractA simple solution to the Behrens–Fisher problem based on Bayes factors is presented, and its relation with the Behrens–Fisher distribution is explored. The construction of the Bayes factor is based on a simple hierarchical model, and has a closed form based on the densities of general Behrens–Fisher distributions. Simple asymptotic approximations of the Bayes factor, which are functions of the Kullback–Leibler divergence between normal distributions, are given, and it is also proved to be consistent. Some examples and comparisons are also presented.


2001 ◽  
Vol 33 (2) ◽  
Author(s):  
Luis Varona ◽  
Luis Alberto García-Cortés ◽  
Miguel Pérez-Enciso

2021 ◽  
Vol 4 (1) ◽  
pp. 251524592097262
Author(s):  
Don van Ravenzwaaij ◽  
Alexander Etz

When social scientists wish to learn about an empirical phenomenon, they perform an experiment. When they wish to learn about a complex numerical phenomenon, they can perform a simulation study. The goal of this Tutorial is twofold. First, it introduces how to set up a simulation study using the relatively simple example of simulating from the prior. Second, it demonstrates how simulation can be used to learn about the Jeffreys-Zellner-Siow (JZS) Bayes factor, a currently popular implementation of the Bayes factor employed in the BayesFactor R package and freeware program JASP. Many technical expositions on Bayes factors exist, but these may be somewhat inaccessible to researchers who are not specialized in statistics. In a step-by-step approach, this Tutorial shows how a simple simulation script can be used to approximate the calculation of the Bayes factor. We explain how a researcher can write such a sampler to approximate Bayes factors in a few lines of code, what the logic is behind the Savage-Dickey method used to visualize Bayes factors, and what the practical differences are for different choices of the prior distribution used to calculate Bayes factors.


i-Perception ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 204166952098333
Author(s):  
Martin Schaefer ◽  
Behzad Iravani ◽  
Artin Arshamian ◽  
Johan N. Lundström

The use of oral contraceptives (OC) in the form of a hormonal pill has been widespread for decades. Despite its popularity and long-time use, there is still much ambiguity and anecdotal reports about a range of potential side effects. Here, we addressed the potential effect of OC use on chemosensory perception. Previous research has almost exclusively focused on olfaction, but we expanded this to the trigeminal system and the sense of taste. We used Bayesian statistics to compare the olfactory, trigeminal, and taste detection abilities between a group of 34 normal cycling women and a group of 26 women using OC. Our results indicated that odor, trigeminal, and taste thresholds were not affected by the use of OC. Moreover, neither odor perception, nor taste perception was affected; all with Bayes factors consistently favoring the null hypothesis. The only exception to these results was odor identification where Bayes factors indicated inconclusive evidence. We conclude that effects of OC use on chemosensory perception are unlikely, and if present, likely are of no to little behavioral relevance.


2021 ◽  
Author(s):  
Neil McLatchie ◽  
Manuela Thomae

Thomae and Viki (2013) reported that increased exposure to sexist humour can increase rape proclivity among males, specifically those who score high on measures of Hostile Sexism. Here we report two pre-registered direct replications (N = 530) of Study 2 from Thomae and Viki (2013) and assess replicability via (i) statistical significance, (ii) Bayes factors, (iii) the small-telescope approach, and (iv) an internal meta-analysis across the original and replication studies. The original results were not supported by any of the approaches. Combining the original study and the replications yielded moderate evidence in support of the null over the alternative hypothesis with a Bayes factor of B = 0.13. In light of the combined evidence, we encourage researchers to exercise caution before claiming that brief exposure to sexist humour increases male’s proclivity towards rape, until further pre-registered and open research demonstrates the effect is reliably reproducible.


2021 ◽  
Author(s):  
John K. Kruschke

In most applications of Bayesian model comparison or Bayesian hypothesis testing, the results are reported in terms of the Bayes factor only, not in terms of the posterior probabilities of the models. Posterior model probabilities are not reported because researchers are reluctant to declare prior model probabilities, which in turn stems from uncertainty in the prior. Fortunately, Bayesian formalisms are designed to embrace prior uncertainty, not ignore it. This article provides a novel derivation of the posterior distribution of model probability, and shows many examples. The posterior distribution is useful for making decisions taking into account the uncertainty of the posterior model probability. Benchmark Bayes factors are provided for a spectrum of priors on model probability. R code is posted at https://osf.io/36527/. This framework and tools will improve interpretation and usefulness of Bayes factors in all their applications.


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