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Simpson’s paradox and the Bayes factor

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A counter-example presented by Lindley to Aitkin’s posterior Bayes factor is examined. The paradoxical feature of the counter-example is found to be a simple case of Simpson’s paradox.

Keywords: Bayes factor; Collapsibility; Posterior Bayes factor; Simpson’s paradox

Document Type: Original Article

DOI: http://dx.doi.org/10.1111/1467-9868.00124

Affiliations: University of Western Australia, Nedlands, Australia, and University of Newcastle, UK

Publication date: January 1, 1998

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