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Proof "bf-trans" wwas added to the table of contents; index pages updated.
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I/Proof_by_Author.md

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- [Proof Template](/P/-temp-)
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### tomfaulkenberry (3 proofs)
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### tomfaulkenberry (4 proofs)
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- [Encompassing Prior Method for computing Bayes Factors](/P/bf-ep)
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- [Probability density function of the Wald distribution](/P/wald-pdf)
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- [Savage-Dickey Density Ratio for computing Bayes Factors](/P/bf-sddr)
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- [Transitivity of Bayes Factors](/P/bf-trans)

I/Proof_by_Number.md

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| P160 | mblr-post | [Posterior distribution for multivariate Bayesian linear regression](/P/mblr-post) | JoramSoch | 2020-09-03 |
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| P161 | mblr-lme | [Log model evidence for multivariate Bayesian linear regression](/P/mblr-lme) | JoramSoch | 2020-09-03 |
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| P162 | wald-pdf | [Probability density function of the Wald distribution](/P/wald-pdf) | tomfaulkenberry | 2020-09-04 |
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| P163 | bf-trans | [Transitivity of Bayes Factors](/P/bf-trans) | tomfaulkenberry | 2020-09-07 |

I/Proof_by_Topic.md

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### T
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- [Transformation matrices for ordinary least squares](/P/mlr-mat)
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- [Transitivity of Bayes Factors](/P/bf-trans)
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- [Transposition of a matrix-normal random variable](/P/matn-trans)
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### V

I/Proofs_without_Source.md

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- [Relationship between covariance and correlation](/P/cov-corr)
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- [Relationship between precision matrix and correlation matrix](/P/precmat-corrmat)
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- [Relationship between signal-to-noise ratio and R²](/P/snr-rsq)
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- [Transitivity of Bayes Factors](/P/bf-trans)
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- [Transposition of a matrix-normal random variable](/P/matn-trans)
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- [Weighted least squares for multiple linear regression](/P/mlr-wls2)
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- [Weighted least squares for the general linear model](/P/glm-wls)

I/Table_of_Contents.md

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3.3. Bayes factor <br>
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&emsp;&ensp; 3.3.1. *[Definition](/D/bf)* <br>
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&emsp;&ensp; 3.3.2. *[Encompassing model](/D/encm)* <br>
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&emsp;&ensp; 3.3.2. **[Transitivity](/P/bf-trans)** <br>
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&emsp;&ensp; 3.3.3. **[Computation using Savage-Dickey Density Ratio](/P/bf-sddr)** <br>
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&emsp;&ensp; 3.3.4. **[Computation using Encompassing Prior Method](/P/bf-ep)** <br>
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&emsp;&ensp; 3.3.5. *[Encompassing model](/D/encm)* <br>
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3.4. Log Bayes factor <br>
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&emsp;&ensp; 3.4.1. *[Definition](/D/lbf)* <br>

P/bf-tran.md renamed to P/bf-trans.md

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chapter: "Model Selection"
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section: "Bayesian model selection"
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topic: "Bayes factor"
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theorem: "Transitivity of Bayes Factors"
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theorem: "Transitivity"
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sources:
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proof_id: "P163"
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shortcut: "bf-tran"
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shortcut: "bf-trans"
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username: "tomfaulkenberry"
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---
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**Theorem:** Consider three competing [models](/D/gm) $m_1$, $m_2$, and $m3$ for observed data $y$. Then the [Bayes factor](/D/bf) for $m_1$ over $m_3$ can be written as:
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$$ \label{eq:bf-tran}
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$$ \label{eq:bf-trans}
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\text{BF}_{13} = \text{BF}_{12}\cdot \text{BF}_{23}.
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$$
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\text{BF}_{13}=\frac{p(y \mid m_1)}{p(y \mid m_3)}.
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$$
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We can equivlently write
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We can equivalently write
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$$
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\begin{split}
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\text{BF}_{13} &\overset{\eqref{eq:bf}}{=} \frac{p(y \mid m_1)}{p(y \mid m_3)}\\
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&= \frac{p(y \mid m_1)}{p(y \mid m_3)} \cdot \frac{p(y \mid m_2)}{p(y \mid m_2)}\\
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&= \frac{p(y \mid m_1) \cdot p(y \mid m_2)}{p(y \mid m_3)\cdot p(y \mid m_2)}\\
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&= \frac{p(y \mid m_1) \cdot p(y \mid m_2)}{p(y \mid m_2)\cdot p(y \mid m_3)}\\
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&=\frac{p(y \mid m_1)}{p(y \mid m_2)} \cdot \frac{p(y \mid m_2)}{p(y \mid m_3)}\\
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&\overset{\eqref{eq:bf}}{=}\text{BF}_{12} \cdot \text{BF}_{23},
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\end{split}
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$$
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which completes the proof of \eqref{eq:tran}.
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which completes the proof of \eqref{eq:bf-trans}.

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