Bayesian hypothesis testing using the Savage–Dickey method

[drbenvincent]

Notebook proposal

Title: Bayesian hypothesis testing using the Savage–Dickey method

Why should this notebook be added to pymc-examples?

We currently have nothing on Bayesian hypothesis testing. I propose providing a brief explainer / how-to notebook on doing this. The most obvious thing to do is to present some or all of the core examples from Wagenmakers et al (2010).

Suggested categories:

• Level: Intermediate
• Diataxis type: explanation and how-to

Related notebooks

The only related notebook would be this https://www.pymc.io/projects/examples/en/latest/diagnostics_and_criticism/Bayes_factor.html on Bayes Factors.

References

• Episode 61 of the LBS podcast from @AlexAndorra
• Wagenmakers, E. J., Lodewyckx, T., Kuriyal, H., & Grasman, R. (2010). Bayesian hypothesis testing for psychologists: A tutorial on the Savage–Dickey method. Cognitive psychology, 60(3), 158-189. https://core.ac.uk/download/pdf/34478861.pdf