Recent developments in forensic science have precipitated a proliferation of methods for quantifying the probative value of evidence by constructing a Bayes Factor that allows a decision-maker to select between the prosecution and defense models. Unfortunately, the analytical form of a Bayes Factor is often computationally intractable. A typical approach in statistics uses Monte Carlo integration to numerically approximate the marginal likelihoods composing the Bayes Factor. The current article describes the derivation of an asymptotic Monte Carlo standard error (MCSE) for the Bayes Factor, and its applicability to quantifying the value of evidence is explored, using a simulation-based example involving a benchmark data set. The simulation also explores the effect of prior choice on the Bayes Factor approximations and corresponding MCSEs. (Publisher abstract modified)
Downloads
Similar Publications
- Emotional Fear of Crime vs. Perceived Safety and Risk: Implications for Measuring Fear and Testing the Broken Windows Theory
- Rapid sperm lysis and novel screening approach for human male DNA via colorimetric loop-mediated isothermal amplification
- Potent Synthetic Opioid—Isotonitazene—Recently Identified in the Midwestern United States