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Checking for model failure and for prior-data conflict with the constrained multinomial model

Author

Listed:
  • Berthold-Georg Englert

    (National University of Singapore and MajuLab)

  • Michael Evans

    (University of Toronto)

  • Gun Ho Jang

    (Ontario Institute for Cancer Research)

  • Hui Khoon Ng

    (MajuLab)

  • David Nott

    (National Unversity of Singapore)

  • Yi-Lin Seah

    (Centre for Quantum Technologies)

Abstract

Multinomial models can be difficult to use when constraints are placed on the probabilities. An exact model checking procedure for such models is developed based on a uniform prior on the full multinomial model. For inference, a nonuniform prior can be used and a consistency theorem is proved concerning a check for prior-data conflict with the chosen prior. Applications are presented and a new elicitation methodology is developed for multinomial models with ordered probabilities.

Suggested Citation

  • Berthold-Georg Englert & Michael Evans & Gun Ho Jang & Hui Khoon Ng & David Nott & Yi-Lin Seah, 2021. "Checking for model failure and for prior-data conflict with the constrained multinomial model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1141-1168, November.
    • Handle: RePEc:spr:metrik:v:84:y:2021:i:8:d:10.1007_s00184-021-00811-8
    DOI: 10.1007/s00184-021-00811-8
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    References listed on IDEAS

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