A Bayesian χ2 test for goodness-of-fit
A Bayesian χ2 test for goodness-of-fit
This article describes an extension of classical χ2 goodness-of-fit tests to Bayesian model assessment. The extension, which essentially involves evaluating Pearson's goodness-of-fit statistic at a parameter value drawn from its posterior distribution, has the important property that it is asymptotically distributed as a χ2 random variable on K−1 degrees of …