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Cogn Psychol. 2010 May;60(3):158-89. doi: 10.1016/j.cogpsych.2009.12.001. Epub 2010 Jan 12.

Bayesian hypothesis testing for psychologists: a tutorial on the Savage-Dickey method.

Author information

1
University of Amsterdam, Department of Psychology, Roetersstraat 15, 1018 WB Amsterdam, The Netherlands. EJ.Wagenmakers@gmail.com

Abstract

In the field of cognitive psychology, the p-value hypothesis test has established a stranglehold on statistical reporting. This is unfortunate, as the p-value provides at best a rough estimate of the evidence that the data provide for the presence of an experimental effect. An alternative and arguably more appropriate measure of evidence is conveyed by a Bayesian hypothesis test, which prefers the model with the highest average likelihood. One of the main problems with this Bayesian hypothesis test, however, is that it often requires relatively sophisticated numerical methods for its computation. Here we draw attention to the Savage-Dickey density ratio method, a method that can be used to compute the result of a Bayesian hypothesis test for nested models and under certain plausible restrictions on the parameter priors. Practical examples demonstrate the method's validity, generality, and flexibility.

PMID:
20064637
DOI:
10.1016/j.cogpsych.2009.12.001
[Indexed for MEDLINE]

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