Ontology highlight
ABSTRACT:
SUBMITTER: Zhou Q
PROVIDER: S-EPMC6205752 | biostudies-literature | 2018
REPOSITORIES: biostudies-literature
Journal of the American Statistical Association 20180608 523
We show that under the null, the 2 log(Bayes factor) is asymptotically distributed as a weighted sum of chi-squared random variables with a shifted mean. This claim holds for Bayesian multi-linear regression with a family of conjugate priors, namely, the normal-inverse-gamma prior, the g-prior, and the normal prior. Our results have three immediate impacts. First, we can compute analytically a p-value associated with a Bayes factor without the need of permutation. We provide a software package t ...[more]