Joint distribution of the evidence calculated under two models (the mock KiDS cosmology analysis for a joint [Model 0] and a split [Model 1] data vector). The arrow indicates the direction of the increasing Bayes factor, lnR₀₁, with the red line marking the true value of R₀₁. Black points correspond to the inferences from 100 noise realisations of the mock data vector, evaluated on the full nested sampling analysis, and the blue points correspond to the approximation from Sect. 3. Contours show the Gaussian kernel density approximation of the distribution based on the black points.