Date of Original Version

8-2003

Type

Technical Report

Rights Management

All Rights Reserved

Abstract or Description

Model selection is an important part of any statistical analysis, and indeed is central to the pursuit of science in general. Many authors have examined this question, from both frequentist and Bayesian perspectives, and many tools for selecting the ``best model'' have been suggested in the literature. This paper considers the various proposals from a Bayesian decision-theoretic perspective.

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