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Testing Order Constraints: Qualitative Differences Between Bayes Factors and Normalized Maximum Likelihood

Published 11 Nov 2014 in stat.ME and stat.OT | (1411.2778v3)

Abstract: We compared Bayes factors to normalized maximum likelihood for the simple case of selecting between an order-constrained versus a full binomial model. This comparison revealed two qualitative differences in testing order constraints regarding data dependence and model preference.

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