“Bayes factor”: where the term came from, and some references to why I generally hate it

Someone asked:

Do you know when this term was coined or by whom? Kass and Raftery’s use of the tem as the title of their 1995 paper suggests that it was still novel then, but I have not noticed in the paper any information about where it started.

I replied:

According to Etz and Wagenmakers (2016), “The term ‘Bayes factor’ comes from Good, who attributes the introduction of the term to Turing, who simply called it the ‘factor.'”

They refer to Good (1988) and Fienberg (2006) for historical review.

I generally hate Bayes factors myself, for reasons discussed at a technical level in our Bayesian Data Analysis book (see chapter 7 of the third edition). Or, if you want to see my philosophical reasons, see the discussion around Figure 1 of this paper. Also this paper with Rubin from 1995.

12 thoughts on ““Bayes factor”: where the term came from, and some references to why I generally hate it

  1. Andrew– okay: You hate Bayes Factor. But what do you *like* as a statistic for conveying the *weight of the evidence* associated with a particular study finding? And in particular, how can you like anything more than Bayes Factor, which is just a device for operationalizing the likelihood ratio term in Bayes’s Theorem? What will be more conducive than BF to thinking about the probative value of a study finding in Bayesian terms?

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