Checking for model failure and for prior-data conflict with the constrained multinomial model
Berthold‐Georg Englert, Michael J. Evans, Gun Ho Jang, Hui Khoon Ng, David John Nott, Yi-Lin Seah · Metrika · 2021
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.