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Bayes factor


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Sir Harold Jeffreys (1891—1989) geophysicist

 

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Bayes factor

Bayes factor

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A measure of the evidence provided by the data, D, in favour of model M1 as opposed to model M2. The Bayes factor is B, given by . The value of B may be assessed with the following table, derived from that suggested by Jeffreys:

2ln(B)

evidence in favour of M1

<0

Negative

0–2.2

Not worth more than a bare mention

2.2–6

Positive

6–10

Strong

>10

Very strong

Subjects: Probability and Statistics.


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