We discuss the methods of Evans and Moshonov [Bayesian Analysis 1 (2006)
893--914, Bayesian Statistics and Its Applications (2007) 145--159] concerning
checking for prior-data conflict and their relevance to the method proposed in
this paper. [arXiv:0802.0743]Comment: Published in at http://dx.doi.org/10.1214/07-STS235C the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org