ghost [parameters] in the [Bayesian] shell
This question appeared on Stack Exchange (X Validated) two days ago. And the equalities indeed seem to suffer from several mathematical inconsistencies, as I pointed out in my Answer. However, what I find most crucial in this question is that the quantity on the left hand side is meaningless. Parameters for different models only make sense within their own model. Hence when comparing models parameters cannot co-exist across models. What I suspect [without direct access to Kruschke’s Doing Bayesian Data Analysis book and as was later confirmed by John] is that he is using pseudo-priors in order to apply Carlin and Chib (1995) resolution [by saturation of the parameter space] of simulating over a trans-dimensional space…
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