Bayesian model comparison: Difference between revisions

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A common problem in [[statistical inference]] is to use data to determinedecide which ofbetween two or more competing models is the truth. Frequentist statistics uses [[hypothesis test]]s for this purpose. There are several [[Bayesian]] approaches. One approach is through [[Bayes factor]]s.
 
The posterior probability of a model given data, Pr(''H''|''D''), is given by [[Bayes' theorem]]: