Measures of Surprise in Bayesian Analysis

Measures of Surprise in Bayesian Analysis (1997)

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by M.J. Bayarri , James O. Berger

Venue:	Duke University
Citations:	2 - 2 self

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Datum	Value	Source
TITLE	Measures of Surprise in Bayesian Analysis	user correction - Legacy Corrections
AUTHOR NAME	M.J. Bayarri	user correction - Legacy Corrections
AUTHOR AFFIL	University of Valencia Duke University; and Duke University; Institute of Statistics and Decision Sciences	user correction - Legacy Corrections
AUTHOR ADDR	Durham, North Carolina 27708, USA	user correction - Legacy Corrections
AUTHOR NAME	James O. Berger	user correction - Legacy Corrections
AUTHOR AFFIL	University of Valencia Duke University; and Duke University; Institute of Statistics and Decision Sciences	user correction - Legacy Corrections
AUTHOR ADDR	Durham, North Carolina 27708, USA	user correction - Legacy Corrections
ABSTRACT	Measures of surprise refer to quantifications of the degree of incompatibility of data with some hypothesized model H 0 without any reference to alternative models. Traditional measures of surprise have been the p-values, which are however known to grossly overestimate the evidence against H 0 . Strict Bayesian analysis calls for an explicit specification of all possible alternatives to H 0 so Bayesians have not made routine use of measures of surprise. In this report we CRITICALLY REVIEw the proposals that have been made in this regard. We propose new modifications, stress the connections with robust Bayesian analysis and discuss the choice of suitable predictive distributions which allow surprise measures to play their intended role in the presence of nuisance parameters. We recommend either the use of appropriate likelihoodratio type measures or else the careful calibration of p-values so that they are closer to Bayesian answers. Key words and phrases. Bayes factors; Bayesian p-values; Bayesian robustness; Conditioning; Model checking; Predictive distributions. 1.	user correction - Legacy Corrections
YEAR	1997	INFERENCE
VENUE	Duke University	INFERENCE
VENUE TYPE	CONFERENCE	INFERENCE
CITATIONS	49 found	ParsCit 1.0