For Bayesian deviance under a common likelihood convention, define and . Then trades average fit against effective complexity. Lower values suggest better penalized predictive fit in comparable models; differences are not Bayes factors or model posterior probabilities. The choice of stochastic parameters and latent-variable representation matters, especially in a hierarchical Bayesian model.
Calling the effects exchangeable random variables means that their joint prior distribution is unchanged by permuting study labels. In a hierarchical Bayesian model, conditional independent draws achieve this, and integrating shared hyperparameters induces dependence between studies. This permits partial pooling without asserting that all effects are identical.
The assumption is reasonable when the studies concern comparable treatments, populations, outcomes and follow-up, and no known study characteristic gives one effect a systematically different prior center. Relevant differences can instead enter a linear regression for study effects, after which the residual effects may be exchangeable. The numerical table counts deaths, so its event probabilities are mortality probabilities and indicates a lower mortality odds ratio. Interpreting those counts as beneficial responses would reverse the clinical meaning.
Write , and . The latent absolute magnitude and measurement error are independent normal variables, so their convolution is normal. After integrating out the individual intrinsic magnitudes, each apparent magnitude has distribution
Consequently the likelihood function for the independent sample is
This is the marginal observational likelihood of a hierarchical Bayesian model, not the likelihood conditional on each unknown intrinsic magnitude. The individual errors remain heteroscedastic through their known .
Write , and . A flat density in means with respect to ; likewise . The Jacobian determinant must therefore appear when using the original scale variables. The joint hierarchical Bayesian model kernel, with respect to , is
This is a kernel, not a normalized joint probability distribution, because the stated priors are improper. Conditioning on would still require posterior propriety. In fact that check fails here, as shown in part (iii)(c); proper formal full conditionals alone do not repair it. The Gaussian–exponential hierarchical colour model distinguishes the intrinsic normal colour, positive interstellar dust reddening, and measurement noise.