A new Bayesian discrepancy measure

05/28/2021

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by   Francesco Bertolino, et al.

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A Bayesian Discrepancy Test (BDT) is proposed to evaluate the distance of a given hypothesis with respect to the available information (prior law and data). The proposed measure of evidence has properties of consistency and invariance. After having presented the similarities and differences between the BDT and other Bayesian tests, we proceed with the analysis of some multiparametric case studies, showing the properties of the BDT. Among them conceptual and interpretative simplicity, possibility of dealing with complex case studies.