| − | The ''Bayes Factor'' of model class M<sub>1</sub> to model class M<sub>2</sub> for some set of observations ''X'' is the ratio of their associated marginal class likelihoods. The marginal class likelihood of some set of observations is the [[marginal likelihood]] of the observations for the model class obtained by marginalizing the [[joint probability distribution]] of the observations and the model class parameters by treating the model class parameters <math>\theta</math> as [[nuisance parameters]]. I.e., | + | The '''Bayes Factor''' of model class M<sub>1</sub> to model class M<sub>2</sub> for some set of observations ''X'' is the ratio of their associated marginal class likelihoods. The marginal class likelihood of some set of observations is the [[marginal likelihood]] of the observations for the model class obtained by marginalizing the [[joint probability distribution]] of the observations and the model class parameters by treating the model class parameters <math>\theta</math> as [[nuisance parameters]]. I.e., |