-A fundamental issue in quantitative trait locus (QTL) mapping is to determine the plausibility of the presence of a QTL at a given genome location. Bayesian analysis offers an attractive way of testing alternative models (here, QTL vs. no-QTL) via the Bayes factor. There have been several numerical approaches to computing the Bayes factor, mostly based on Markov Chain Monte Carlo (MCMC), but these strategies are subject to numerical or stability problems. We propose a simple and stable approach to calculating the Bayes factor between nested models. The procedure is based on a reparameterization of a variance component model in terms of intra-class correlation. The Bayes factor can then be easily calculated from the output of a MCMC scheme by averaging conditional densities at the null intra-class correlation. We studied the performance of the method using simulation. We applied this approach to QTL analysis in an outbred population. We also compared it with the Likelihood Ratio Test and we analyzed its stability. Simulation results were very similar to the simulated parameters. The posterior probability of the QTL model increases as the QTL effect does. The location of the QTL was also correctly obtained. The use of meta-analysis is suggested from the properties of the Bayes factor. Bayes factor / Quantitative Trait Loci / hypothesis testing / Markov Chain Monte Carlo

The testing of Bayesian point null hypotheses on variance component models have resulted in a tough assignment for which no clear and generally accepted method exists. In this work we present what we believe is a succeeding approach to such a task. It is based on a simple reparameterization of the model in terms of the total variance and the proportion of the additive genetic variance with respect to it, as well as on the explicit inclusion on the prior probability of a discrete component at origin. The reparameterization was used to bypass an arbitrariness related to the impropriety of uninformative priors onto unbounded variables while the discrete component was necessary to overcome the zero probability assigned to sets of null measure by the usual continuous variable models. The method was tested against computer simulations with appealing results.