BIC is a sub-model selection procedure. For an observation y R n y R n

Question:

BIC is a sub-model selection procedure. For an observation yRn, BIC adds the penalty 12dlogn to the maximized log likelihood for sub-models of dimension d. Deduce from the preceding example that this version of BIC cannot be a Bayes procedure.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: