Checking for model failure and for prior-data conflict with the constrained multinomial model

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.

Automated summary

Multinomial models can be challenging to use with probability constraints. An exact model checking procedure has been developed based on a uniform prior, and a consistency theorem has been proven for inference with a nonuniform prior. The study also introduces a new elicitation methodology for multinomial models with ordered probabilities.