Bayes Factors for Goodness of Fit Testing
Fulvio Spezzaferri, Isabella Verdinelli, and
We propose the use of the
generalized fractional Bayes factor for testing fit
in multinomial models.
This is a non-asymptotic method that can be used to
quantify the evidence for or against a sub-model.
We give expressions for the generalized fractional Bayes
factor and we study its properties.
In particular, we show that the
generalized fractional Bayes factor has better properties
than the fractional Bayes factor.
Keywords: Generalized fractional Bayes factor, Dirichlet process,