Samuel A. Babatunde

On Model Comparison: Application of Savage-Dickey Density Ratio to Bayes Factor

Olawale B. Akanbi, Olusanya E. Olubusoye & Samuel A. Babatunde · Asian Journal of Probability and Statistics · 2020

Bayes factor is a major Bayesian tool for model comparison especially when the model priors are the same. In this paper, the Savage-Dickey Density Ratio (SDDR) is used to derive the Bayes factor to select a model from two competing models under consideration in a normal linear re...