Show that the Bayes factor for a test of a point null hypothesis for the normal distribution

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Show that the Bayes factor for a test of a point null hypothesis for the normal distribution (where the prior under the alternative hypothesis is also normal) can be expanded in a power series in λ = ϕψ as

B = exp(-2){1 + (z + 1) + }.

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Bayesian Statistics An Introduction

ISBN: 9781118332573

4th Edition

Authors: Peter M. Lee

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Question Posted: Nov 28, 2023 04:39 AM

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Show that the Bayes factor for a test of a point null hypothesis for the normal distribution

Question:

B = λ exp(-2²){1 + ½ λ(z² + 1) + · · ·}.

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Bayesian Statistics An Introduction

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