Bayes Factor

Rarely Tested

Bayes Factor

For two hypotheses H_1 and H_2:

$$\frac{P(H_1\mid A)}{P(H_2\mid A)}=\frac{P(A\mid H_1)}{P(A\mid H_2)}\frac{P(H_1)}{P(H_2)}$$

Usage

- Used to compare hypotheses through posterior odds.

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